+164.5%
PEG vs ARWR
+1,021.8%
-857.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +1.5% | -19.9% | +21.4% | +2.5% |
| 30D | +5.0% | -18.7% | +23.7% | +6.0% |
| 3M | -0.3% | -44.7% | +44.4% | +2.5% |
| 6M | -2.7% | -36.5% | +33.9% | -0.8% |
| YTD | -5.1% | -25.7% | +20.6% | -4.3% |
| 1Y | -8.3% | +18.9% | -27.2% | -10.0% |
| 3Y | +33.0% | +83.1% | -50.1% | +24.4% |
| 5Y | +41.3% | -34.9% | +76.1% | +36.5% |
| 10Y | +164.5% | +1,080.9% | -916.3% | +124.0% |
| All | +164.5% | +1,021.8% | -857.3% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling