+67.7%
PENG vs ARWR
+52.7%
+15.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -6.8% | -16.2% | -20.9% |
| 7D | -36.7% | -5.0% | -31.7% | -35.3% |
| 30D | -42.0% | -6.6% | -35.4% | -40.5% |
| 3M | -33.2% | -33.9% | +0.7% | -25.3% |
| 6M | +2.1% | -23.3% | +25.4% | +8.6% |
| YTD | +90.3% | -13.5% | +103.7% | +93.6% |
| 1Y | +67.7% | +42.5% | +25.1% | +45.4% |
| All | +67.7% | +52.7% | +15.0% | +45.4% |
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