+103.3%
PENG vs ARWR
+20.5%
+82.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -15.3% | +24.6% | +13.2% |
| 7D | -3.8% | -17.3% | +13.6% | +1.0% |
| 30D | -40.1% | -21.5% | -18.6% | -36.2% |
| 3M | -21.8% | -43.8% | +22.0% | -9.5% |
| 6M | +3.3% | -32.3% | +35.6% | +13.0% |
| YTD | +133.6% | -25.8% | +159.5% | +145.5% |
| All | +103.3% | +20.5% | +82.8% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling