+718.6%
PBF vs ARWR
+28.5%
+690.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +4.3% | +1.7% | +2.6% | +4.1% |
| 30D | +22.0% | -0.7% | +22.6% | +22.0% |
| 3M | +74.5% | +14.9% | +59.6% | +71.3% |
| 6M | +67.7% | +32.6% | +35.1% | +60.8% |
| YTD | +179.2% | +30.0% | +149.1% | +167.2% |
| 1Y | +170.0% | +208.4% | -38.4% | +125.3% |
| 3Y | +66.4% | +208.8% | -142.4% | +28.3% |
| All | +718.6% | +28.5% | +690.1% | +613.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling