+2,697.6%
PG vs ARWR
-98.4%
+2,796.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.1% |
| 7D | +2.7% | -17.8% | +20.5% | +2.7% |
| 30D | +9.2% | -18.1% | +27.3% | +9.2% |
| 3M | +18.5% | -44.2% | +62.7% | +18.6% |
| 6M | +21.1% | -38.6% | +59.7% | +21.2% |
| YTD | +21.9% | -28.0% | +50.0% | +22.0% |
| 1Y | +18.1% | +16.1% | +2.0% | +18.0% |
| 3Y | +20.6% | +84.0% | -63.4% | +20.2% |
| 5Y | +31.8% | -35.4% | +67.2% | +31.6% |
| 10Y | +166.5% | +1,043.1% | -876.6% | +164.1% |
| All | +2,697.6% | -98.4% | +2,796.0% | +2,673.7% |
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