+107.8%
PENG vs ARWR
+28.5%
+79.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +4.5% | +1.7% | +2.9% | +4.1% |
| 30D | -7.1% | -0.7% | -6.5% | -7.0% |
| 3M | -27.3% | +14.9% | -42.1% | -30.0% |
| 6M | +169.6% | +32.6% | +137.0% | +147.7% |
| YTD | +164.6% | +30.0% | +134.6% | +144.0% |
| 1Y | +109.5% | +208.4% | -98.9% | +54.0% |
| 3Y | +98.9% | +208.8% | -109.9% | +30.5% |
| All | +107.8% | +28.5% | +79.3% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling