+48.8%
PFE vs ARWR
+1,024.2%
-975.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.7% | -17.8% | +16.1% | -0.7% |
| 30D | +0.3% | -18.1% | +18.5% | +1.4% |
| 3M | +9.4% | -44.2% | +53.5% | +12.7% |
| 6M | +14.9% | -38.6% | +53.5% | +17.5% |
| YTD | +23.8% | -28.0% | +51.8% | +25.2% |
| 1Y | +19.5% | +16.1% | +3.4% | +17.3% |
| 3Y | +21.0% | +84.0% | -62.9% | +13.0% |
| 5Y | -23.9% | -35.4% | +11.5% | -26.9% |
| All | +48.8% | +1,024.2% | -975.4% | +31.8% |
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