+81.9%
PEP vs ARWR
+894.1%
-812.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | +0.4% |
| 7D | +6.7% | -5.0% | +11.7% | +6.8% |
| 30D | +13.5% | -6.6% | +20.2% | +13.8% |
| 3M | +3.9% | -33.9% | +37.8% | +5.3% |
| 6M | -6.0% | -23.3% | +17.3% | -5.4% |
| YTD | +2.5% | -13.5% | +15.9% | +2.5% |
| 1Y | +3.9% | +42.5% | -38.6% | +1.8% |
| 3Y | -4.7% | +104.1% | -108.8% | -9.5% |
| 5Y | +1.1% | -28.8% | +29.9% | -1.9% |
| All | +81.9% | +894.1% | -812.2% | +62.6% |
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