+93.6%
PENG vs ARWR
+44.4%
+49.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +12.0% |
| 7D | -19.4% | -2.9% | -16.5% | -18.2% |
| 30D | -42.4% | -5.4% | -37.0% | -41.1% |
| 3M | -25.6% | -32.2% | +6.6% | -17.4% |
| 6M | +7.3% | -26.5% | +33.8% | +15.7% |
| YTD | +113.9% | -12.4% | +126.3% | +116.9% |
| 1Y | +93.6% | +46.9% | +46.7% | +68.4% |
| All | +93.6% | +44.4% | +49.1% | +68.4% |
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