+289.8%
PBF vs ARWR
+2,428.7%
-2,138.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -13.8% | -2.9% | -10.9% | -13.5% |
| 30D | -19.6% | -5.4% | -14.2% | -19.2% |
| 3M | +10.3% | -32.2% | +42.5% | +15.0% |
| 6M | +63.4% | -26.5% | +90.0% | +67.4% |
| YTD | +152.6% | -12.4% | +165.0% | +150.2% |
| 1Y | +87.4% | +46.9% | +40.5% | +71.4% |
| 3Y | +63.3% | +116.0% | -52.7% | +33.7% |
| 5Y | +412.5% | -28.0% | +440.4% | +364.0% |
| 10Y | +282.5% | +923.9% | -641.5% | +152.5% |
| All | +289.8% | +2,428.7% | -2,138.9% | +161.7% |
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 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