+1,573.8%
PBR vs ARWR
-14.9%
+1,588.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +8.6% | +1.7% | +6.9% | +8.6% |
| 30D | +12.8% | -0.7% | +13.5% | +12.8% |
| 3M | +14.7% | +14.9% | -0.2% | +14.4% |
| 6M | +25.2% | +32.6% | -7.5% | +24.5% |
| YTD | +77.1% | +30.0% | +47.1% | +76.2% |
| 1Y | +69.6% | +208.4% | -138.8% | +66.4% |
| 3Y | +95.6% | +208.8% | -113.2% | +90.8% |
| 5Y | +501.8% | +27.8% | +473.9% | +491.3% |
| 10Y | +640.6% | +1,107.6% | -467.0% | +600.0% |
| All | +1,573.8% | -14.9% | +1,588.6% | +1,419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling