+50.7%
PFE vs ARWR
+1,021.8%
-971.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -3.0% | -19.9% | +17.0% | -1.8% |
| 30D | +5.2% | -18.7% | +23.9% | +6.3% |
| 3M | +12.2% | -44.7% | +56.9% | +15.7% |
| 6M | +17.8% | -36.5% | +54.3% | +20.3% |
| YTD | +26.2% | -25.7% | +51.8% | +27.4% |
| 1Y | +23.2% | +18.9% | +4.2% | +20.7% |
| 3Y | +21.3% | +83.1% | -61.8% | +13.3% |
| 5Y | -23.1% | -34.9% | +11.8% | -26.2% |
| 10Y | +50.7% | +1,080.9% | -1,030.2% | +33.3% |
| All | +50.7% | +1,021.8% | -971.1% | +33.3% |
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 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