+49.6%
PFE vs ARWR
+921.6%
-872.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.3% | +14.8% | +0.3% |
| 7D | -4.7% | -17.3% | +12.6% | -3.8% |
| 30D | +3.4% | -21.5% | +24.9% | +4.7% |
| 3M | +9.2% | -43.8% | +53.1% | +12.5% |
| 6M | +15.8% | -32.3% | +48.1% | +17.8% |
| YTD | +23.4% | -25.8% | +49.3% | +24.6% |
| 1Y | +25.8% | +25.5% | +0.3% | +23.0% |
| 3Y | +17.8% | +84.1% | -66.3% | +10.0% |
| 5Y | -20.2% | -39.2% | +19.0% | -23.3% |
| 10Y | +49.6% | +1,072.4% | -1,022.8% | +31.8% |
| All | +49.6% | +921.6% | -872.0% | +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