+934.9%
PFG vs ARWR
+347.4%
+587.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | -0.6% | -2.9% | +2.3% | -0.6% |
| 30D | +2.0% | -5.4% | +7.4% | +2.1% |
| 3M | -3.2% | -32.2% | +29.1% | -2.8% |
| 6M | +10.9% | -26.5% | +37.4% | +11.2% |
| YTD | +28.8% | -12.4% | +41.2% | +28.9% |
| 1Y | +39.2% | +46.9% | -7.7% | +38.3% |
| 3Y | +75.0% | +116.0% | -40.9% | +72.5% |
| 5Y | +91.9% | -28.0% | +119.9% | +90.6% |
| 10Y | +202.3% | +923.9% | -721.6% | +191.6% |
| All | +934.9% | +347.4% | +587.5% | +912.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling