+166.1%
PENG vs ARWR
+15.8%
+150.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.9% |
| 7D | +34.6% | -17.9% | +52.5% | +40.7% |
| 30D | -35.9% | -18.9% | -17.0% | -32.3% |
| 3M | -14.7% | -46.0% | +31.3% | +0.1% |
| 6M | +13.5% | -40.3% | +53.9% | +28.9% |
| YTD | +156.1% | -29.0% | +185.1% | +172.7% |
| All | +166.1% | +15.8% | +150.3% | +146.3% |
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 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