+330.8%
PBF vs ARWR
+3,653.9%
-3,323.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +70.3% |
| 6M | +67.7% | +32.6% | +35.1% | +59.3% |
| YTD | +179.2% | +30.0% | +149.1% | +164.7% |
| 1Y | +170.0% | +208.4% | -38.4% | +124.6% |
| 3Y | +66.4% | +208.8% | -142.4% | +30.9% |
| 5Y | +764.5% | +27.8% | +736.7% | +630.6% |
| 10Y | +358.5% | +1,107.6% | -749.0% | +195.2% |
| All | +330.8% | +3,653.9% | -3,323.1% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling