+1,968.1%
PEG vs ARWR
-98.0%
+2,066.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -2.3% | -2.9% | +0.6% | -2.3% |
| 30D | +1.2% | -5.4% | +6.6% | +1.2% |
| 3M | -2.4% | -32.2% | +29.9% | -2.2% |
| 6M | -6.9% | -26.5% | +19.7% | -6.8% |
| YTD | -7.2% | -12.4% | +5.2% | -7.2% |
| 1Y | -8.9% | +46.9% | -55.7% | -9.0% |
| 3Y | +27.1% | +116.0% | -88.8% | +26.5% |
| 5Y | +33.8% | -28.0% | +61.7% | +33.5% |
| 10Y | +150.2% | +923.9% | -773.8% | +146.9% |
| All | +1,968.1% | -98.0% | +2,066.1% | +1,775.5% |
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