+82.3%
PFGC vs ARWR
+79.8%
+2.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +3.4% | -17.8% | +21.3% | +5.0% |
| 30D | +16.9% | -18.1% | +35.1% | +18.7% |
| 3M | +6.4% | -44.2% | +50.6% | +11.6% |
| 6M | +16.0% | -38.6% | +54.7% | +20.2% |
| YTD | +23.6% | -28.0% | +51.7% | +26.0% |
| 1Y | +16.6% | +16.1% | +0.5% | +13.5% |
| 3Y | +82.3% | +84.0% | -1.7% | +61.4% |
| All | +82.3% | +79.8% | +2.4% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling