+2,282.8%
PG vs ARWR
-97.1%
+2,379.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -0.4% | +2.9% | -3.3% | -0.4% |
| 30D | -0.1% | -2.9% | +2.8% | -0.1% |
| 3M | +1.1% | +15.2% | -14.2% | +1.0% |
| 6M | -3.8% | +42.3% | -46.1% | -3.9% |
| YTD | +3.8% | +28.2% | -24.4% | +3.8% |
| 1Y | -5.8% | +213.2% | -219.0% | -6.0% |
| 3Y | +3.0% | +184.6% | -181.6% | +2.6% |
| 5Y | +14.5% | +29.2% | -14.8% | +14.1% |
| 10Y | +117.8% | +1,012.5% | -894.8% | +115.7% |
| All | +2,282.8% | -97.1% | +2,379.9% | +2,259.6% |
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