+669.7%
PENG vs ARWR
+5,132.7%
-4,463.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.8% |
| 6M | +169.6% | +32.6% | +137.0% | +149.1% |
| YTD | +164.6% | +30.0% | +134.6% | +145.2% |
| 1Y | +109.5% | +208.4% | -98.9% | +56.5% |
| 3Y | +98.9% | +208.8% | -109.9% | +34.7% |
| 5Y | +116.3% | +27.8% | +88.4% | +68.9% |
| All | +669.7% | +5,132.7% | -4,463.1% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling