+74.8%
PBR vs ARWR
+195.4%
-120.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +4.2% | -4.3% | +8.6% | +4.1% |
| 30D | +22.7% | -7.3% | +30.0% | +22.5% |
| 3M | +21.5% | +17.0% | +4.5% | +22.1% |
| 6M | +24.0% | +39.8% | -15.8% | +24.7% |
| YTD | +88.2% | +24.7% | +63.6% | +89.6% |
| 1Y | +74.8% | +186.5% | -111.6% | +69.7% |
| All | +74.8% | +195.4% | -120.5% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling