+419.1%
PFGC vs ARWR
+1,391.2%
-972.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | -11.9% | -0.7% | -11.3% | -11.9% |
| 3M | +5.0% | +14.9% | -9.9% | +2.1% |
| 6M | +8.6% | +32.6% | -24.0% | +2.8% |
| YTD | +9.7% | +30.0% | -20.4% | +3.9% |
| 1Y | -6.3% | +208.4% | -214.6% | -23.9% |
| 3Y | +58.2% | +208.8% | -150.6% | +19.1% |
| 5Y | +110.4% | +27.8% | +82.6% | +74.9% |
| 10Y | +272.8% | +1,107.6% | -834.8% | +124.1% |
| All | +419.1% | +1,391.2% | -972.1% | +217.8% |
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