+469.6%
PBR vs ARWR
-39.6%
+509.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -13.3% | -17.7% | +4.4% | -12.6% |
| 30D | -27.7% | -21.9% | -5.8% | -27.1% |
| 3M | +2.7% | -44.5% | +47.2% | +5.1% |
| 6M | -6.7% | -32.6% | +25.9% | -5.7% |
| YTD | +60.9% | -26.2% | +87.1% | +61.4% |
| 1Y | +46.6% | +23.0% | +23.6% | +42.2% |
| 3Y | +69.1% | +81.8% | -12.7% | +53.9% |
| 5Y | +469.6% | -36.0% | +505.6% | +454.8% |
| All | +469.6% | -39.6% | +509.2% | +454.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling