+604.2%
PENG vs ARWR
+2,795.8%
-2,191.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.8% |
| 7D | +13.2% | -17.8% | +31.1% | +17.8% |
| 30D | -29.9% | -18.1% | -11.8% | -26.7% |
| 3M | -22.2% | -44.2% | +21.9% | -11.3% |
| 6M | -1.9% | -38.6% | +36.8% | +8.7% |
| YTD | +142.1% | -28.0% | +170.2% | +156.5% |
| 1Y | +151.5% | +16.1% | +135.4% | +135.9% |
| 3Y | +206.9% | +84.0% | +123.0% | +135.7% |
| 5Y | +58.2% | -35.4% | +93.6% | +44.7% |
| All | +604.2% | +2,795.8% | -2,191.5% | +182.3% |
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