+668.5%
PBR vs ARWR
+1,080.6%
-412.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +4.2% | -4.3% | +8.6% | +4.7% |
| 30D | +22.7% | -7.3% | +30.0% | +23.5% |
| 3M | +21.5% | +17.0% | +4.5% | +19.2% |
| 6M | +24.0% | +39.8% | -15.8% | +18.9% |
| YTD | +88.2% | +24.7% | +63.6% | +82.1% |
| 1Y | +74.8% | +186.5% | -111.6% | +54.1% |
| 3Y | +105.1% | +176.8% | -71.7% | +72.7% |
| 5Y | +572.2% | +29.3% | +542.9% | +492.3% |
| All | +668.5% | +1,080.6% | -412.1% | +491.3% |
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