+72.3%
PGR vs ARWR
+173.6%
-101.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -3.4% | -4.3% | +0.9% | -3.5% |
| 30D | +1.8% | -7.3% | +9.1% | +1.7% |
| 3M | +5.9% | +17.0% | -11.1% | +6.1% |
| 6M | +4.6% | +39.8% | -35.2% | +4.9% |
| YTD | +1.1% | +24.7% | -23.6% | +1.4% |
| 1Y | -6.6% | +186.5% | -193.0% | -6.1% |
| All | +72.3% | +173.6% | -101.3% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling