+575.8%
PBR vs ARWR
+1,024.2%
-448.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -1.0% | -17.8% | +16.8% | +0.6% |
| 30D | -29.3% | -18.1% | -11.2% | -28.1% |
| 3M | +5.5% | -44.2% | +49.7% | +10.8% |
| 6M | -2.9% | -38.6% | +35.8% | +0.6% |
| YTD | +61.5% | -28.0% | +89.5% | +63.5% |
| 1Y | +46.9% | +16.1% | +30.7% | +40.9% |
| 3Y | +66.4% | +84.0% | -17.5% | +44.4% |
| 5Y | +460.3% | -35.4% | +495.7% | +427.4% |
| All | +575.8% | +1,024.2% | -448.5% | +423.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling