+4.4%
PEP vs ARWR
-34.9%
+39.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | +2.9% | -17.8% | +20.7% | +3.6% |
| 30D | +12.5% | -18.1% | +30.7% | +13.2% |
| 3M | +4.5% | -44.2% | +48.7% | +6.6% |
| 6M | -0.5% | -38.6% | +38.2% | +0.9% |
| YTD | +4.4% | -28.0% | +32.5% | +5.0% |
| 1Y | +4.4% | +16.1% | -11.8% | +2.5% |
| 3Y | -3.4% | +84.0% | -87.4% | -9.7% |
| All | +4.4% | -34.9% | +39.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling