+453.5%
PENG vs ARWR
+3,382.4%
-2,929.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -6.8% | -16.2% | -21.4% |
| 7D | -36.7% | -5.0% | -31.7% | -35.7% |
| 30D | -42.0% | -6.6% | -35.4% | -40.9% |
| 3M | -33.2% | -33.9% | +0.7% | -26.3% |
| 6M | +2.1% | -23.3% | +25.4% | +7.7% |
| YTD | +90.3% | -13.5% | +103.7% | +94.3% |
| 1Y | +67.7% | +42.5% | +25.1% | +50.7% |
| 3Y | +154.2% | +104.1% | +50.1% | +91.6% |
| 5Y | +28.3% | -28.8% | +57.1% | +15.3% |
| All | +453.5% | +3,382.4% | -2,929.0% | +113.9% |
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