-23.1%
PFE vs ARWR
-36.3%
+13.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -3.0% | -19.9% | +17.0% | -1.3% |
| 30D | +5.2% | -18.7% | +23.9% | +6.8% |
| 3M | +12.2% | -44.7% | +56.9% | +17.4% |
| 6M | +17.8% | -36.5% | +54.3% | +21.4% |
| YTD | +26.2% | -25.7% | +51.8% | +27.8% |
| 1Y | +23.2% | +18.9% | +4.2% | +19.2% |
| 3Y | +21.3% | +83.1% | -61.8% | +8.4% |
| 5Y | -23.1% | -34.9% | +11.8% | -32.8% |
| All | -23.1% | -36.3% | +13.2% | -32.8% |
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 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