-11.9%
PEP vs ARWR
+211.2%
-223.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.4% | +1.7% | -3.1% | -1.4% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | -1.1% | +14.9% | -16.0% | -1.5% |
| 6M | -13.5% | +32.6% | -46.1% | -14.2% |
| YTD | -1.2% | +30.0% | -31.2% | -2.0% |
| 1Y | -1.6% | +208.4% | -209.9% | -5.1% |
| All | -11.9% | +211.2% | -223.2% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling