+579.6%
PENG vs ARWR
+2,884.2%
-2,304.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -15.3% | +24.6% | +12.9% |
| 7D | -3.8% | -17.3% | +13.6% | +0.3% |
| 30D | -40.1% | -21.5% | -18.6% | -36.7% |
| 3M | -21.8% | -43.8% | +22.0% | -10.9% |
| 6M | +3.3% | -32.3% | +35.6% | +11.7% |
| YTD | +133.6% | -25.8% | +159.5% | +145.8% |
| 1Y | +110.7% | +25.5% | +85.2% | +94.0% |
| 3Y | +204.3% | +84.1% | +120.1% | +133.6% |
| 5Y | +54.4% | -39.2% | +93.6% | +43.1% |
| All | +579.6% | +2,884.2% | -2,304.7% | +170.6% |
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