+37.2%
PEG vs ARWR
+28.5%
+8.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.6% |
| 30D | -2.4% | -0.7% | -1.8% | -2.4% |
| 3M | -4.8% | +14.9% | -19.7% | -5.7% |
| 6M | -10.7% | +32.6% | -43.3% | -12.4% |
| YTD | -6.7% | +30.0% | -36.7% | -8.4% |
| 1Y | -6.8% | +208.4% | -215.2% | -13.4% |
| 3Y | +34.5% | +208.8% | -174.3% | +21.5% |
| All | +37.2% | +28.5% | +8.7% | +22.2% |
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