+4.7%
PEP vs ARWR
+28.5%
-23.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | +0.2% | -0.7% | +0.9% | +0.2% |
| 3M | -1.1% | +14.9% | -16.0% | -1.7% |
| 6M | -13.5% | +32.6% | -46.1% | -14.6% |
| YTD | -1.2% | +30.0% | -31.2% | -2.5% |
| 1Y | -1.6% | +208.4% | -209.9% | -6.8% |
| 3Y | -12.5% | +208.8% | -221.3% | -19.3% |
| All | +4.7% | +28.5% | -23.7% | -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 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