+197.9%
PFG vs ARWR
+921.6%
-723.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.3% | +19.4% | +5.6% |
| 7D | +2.3% | -17.3% | +19.6% | +4.1% |
| 30D | +7.6% | -21.5% | +29.1% | +10.0% |
| 3M | +2.5% | -43.8% | +46.4% | +8.3% |
| 6M | +16.6% | -32.3% | +48.9% | +20.1% |
| YTD | +34.1% | -25.8% | +59.9% | +36.2% |
| 1Y | +44.1% | +25.5% | +18.5% | +37.5% |
| 3Y | +86.3% | +84.1% | +2.1% | +62.3% |
| 5Y | +101.6% | -39.2% | +140.8% | +89.2% |
| 10Y | +197.9% | +1,072.4% | -874.5% | +130.5% |
| All | +197.9% | +921.6% | -723.7% | +130.5% |
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