+140.4%
PENG vs ARWR
+103.1%
+37.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -6.8% | -16.2% | -21.3% |
| 7D | -36.7% | -5.0% | -31.7% | -35.6% |
| 30D | -42.0% | -6.6% | -35.4% | -40.8% |
| 3M | -33.2% | -33.9% | +0.7% | -26.1% |
| 6M | +2.1% | -23.3% | +25.4% | +7.9% |
| YTD | +90.3% | -13.5% | +103.7% | +94.3% |
| 1Y | +67.7% | +42.5% | +25.1% | +50.7% |
| All | +140.4% | +103.1% | +37.3% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling