+556.1%
PBR vs ARWR
+25.7%
+530.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +17.5% | -6.5% | +24.0% | +17.9% |
| 3M | +20.9% | +12.7% | +8.2% | +19.9% |
| 6M | +20.2% | +36.2% | -15.9% | +17.7% |
| YTD | +84.3% | +24.5% | +59.8% | +81.0% |
| 1Y | +77.1% | +198.0% | -120.9% | +64.0% |
| 3Y | +100.8% | +176.4% | -75.5% | +79.8% |
| 5Y | +556.1% | +26.6% | +529.6% | +498.2% |
| All | +556.1% | +25.7% | +530.4% | +498.2% |
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