+13.4%
PG vs ARWR
+29.9%
-16.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -4.0% | +3.2% | -0.7% |
| 30D | +0.8% | -5.0% | +5.9% | +1.0% |
| 3M | -1.3% | +11.3% | -12.7% | -1.7% |
| 6M | -3.8% | +42.6% | -46.4% | -5.0% |
| YTD | +3.6% | +24.8% | -21.2% | +2.7% |
| 1Y | -5.7% | +178.8% | -184.5% | -9.3% |
| 3Y | +1.6% | +183.3% | -181.8% | -4.1% |
| All | +13.4% | +29.9% | -16.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling