+522.0%
PENG vs ARWR
+3,424.8%
-2,902.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +12.1% |
| 7D | -19.4% | -2.9% | -16.5% | -18.6% |
| 30D | -42.4% | -5.4% | -37.0% | -41.4% |
| 3M | -25.6% | -32.2% | +6.6% | -18.5% |
| 6M | +7.3% | -26.5% | +33.8% | +14.3% |
| YTD | +113.9% | -12.4% | +126.3% | +117.8% |
| 1Y | +93.6% | +46.9% | +46.7% | +72.8% |
| 3Y | +170.2% | +116.0% | +54.3% | +101.2% |
| 5Y | +44.2% | -28.0% | +72.1% | +29.3% |
| All | +522.0% | +3,424.8% | -2,902.8% | +139.7% |
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