+80.3%
PEP vs ARWR
+921.6%
-841.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.3% | +15.7% | +0.9% |
| 7D | +1.0% | -17.3% | +18.4% | +1.6% |
| 30D | +12.6% | -21.5% | +34.2% | +13.5% |
| 3M | +3.1% | -43.8% | +47.0% | +5.0% |
| 6M | -6.3% | -32.3% | +26.0% | -5.3% |
| YTD | +1.9% | -25.8% | +27.7% | +2.4% |
| 1Y | +3.3% | +25.5% | -22.2% | +1.6% |
| 3Y | -4.8% | +84.1% | -89.0% | -9.4% |
| 5Y | +2.0% | -39.2% | +41.3% | -0.5% |
| 10Y | +80.3% | +1,072.4% | -992.1% | +62.2% |
| All | +80.3% | +921.6% | -841.3% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling