+49.3%
PFG vs ARWR
+200.0%
-150.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +6.0% | +2.9% | +3.1% | +5.9% |
| 30D | +2.2% | -2.9% | +5.1% | +2.4% |
| 3M | +10.4% | +15.2% | -4.9% | +9.3% |
| 6M | +27.8% | +42.3% | -14.5% | +23.9% |
| YTD | +33.6% | +28.2% | +5.5% | +30.3% |
| 1Y | +49.3% | +213.2% | -164.0% | +40.6% |
| All | +49.3% | +200.0% | -150.7% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling