+4.9%
PEP vs ARWR
+42.7%
-37.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | +0.2% |
| 7D | +6.7% | -5.0% | +11.7% | +6.6% |
| 30D | +13.5% | -6.6% | +20.2% | +13.5% |
| 3M | +3.9% | -33.9% | +37.8% | +3.6% |
| 6M | -6.0% | -23.3% | +17.3% | -5.9% |
| YTD | +2.5% | -13.5% | +15.9% | +2.4% |
| All | +4.9% | +42.7% | -37.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling