+696.1%
PH vs ARWR
+1,009.4%
-313.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.0% |
| 7D | +7.4% | -17.9% | +25.3% | +9.6% |
| 30D | +0.5% | -18.9% | +19.4% | +2.7% |
| 3M | -10.2% | -46.0% | +35.7% | -3.9% |
| 6M | +8.9% | -40.3% | +49.3% | +14.7% |
| YTD | +9.7% | -29.0% | +38.6% | +12.5% |
| 1Y | +12.8% | +13.8% | -1.0% | +8.5% |
| 3Y | +134.6% | +74.9% | +59.7% | +102.7% |
| 5Y | +204.5% | -36.2% | +240.8% | +184.3% |
| All | +696.1% | +1,009.4% | -313.3% | +496.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling