+240.3%
PFG vs ARWR
+1,075.6%
-835.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +6.0% | +2.9% | +3.1% | +5.7% |
| 30D | +2.2% | -2.9% | +5.1% | +2.5% |
| 3M | +10.4% | +15.2% | -4.9% | +8.3% |
| 6M | +27.8% | +42.3% | -14.5% | +22.3% |
| YTD | +33.6% | +28.2% | +5.5% | +29.1% |
| 1Y | +49.3% | +213.2% | -164.0% | +30.4% |
| 3Y | +69.7% | +184.6% | -114.9% | +42.9% |
| 5Y | +111.3% | +29.2% | +82.1% | +85.3% |
| 10Y | +240.3% | +1,012.5% | -772.3% | +162.4% |
| All | +240.3% | +1,075.6% | -835.3% | +162.4% |
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