+99.9%
PBR vs ARWR
+181.4%
-81.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.6% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | +19.4% | -2.9% | +22.3% | +19.5% |
| 3M | +20.8% | +15.2% | +5.6% | +20.0% |
| 6M | +23.5% | +42.3% | -18.8% | +21.3% |
| YTD | +83.4% | +28.2% | +55.2% | +80.8% |
| 1Y | +77.6% | +213.2% | -135.7% | +66.1% |
| 3Y | +99.9% | +184.6% | -84.8% | +81.4% |
| All | +99.9% | +181.4% | -81.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling