+465.8%
PFGC vs ARWR
+904.5%
-438.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | +8.5% | -2.9% | +11.4% | +9.0% |
| 30D | +15.0% | -5.4% | +20.4% | +15.9% |
| 3M | -6.2% | -32.2% | +26.1% | -0.7% |
| 6M | +15.7% | -26.5% | +42.3% | +20.1% |
| YTD | +19.6% | -12.4% | +31.9% | +20.0% |
| 1Y | +13.2% | +46.9% | -33.7% | +3.6% |
| 3Y | +77.0% | +116.0% | -39.0% | +40.9% |
| 5Y | +121.5% | -28.0% | +149.4% | +101.5% |
| 10Y | +354.5% | +923.9% | -569.4% | +183.7% |
| All | +465.8% | +904.5% | -438.7% | +267.2% |
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