+26.8%
PH vs ARWR
+200.0%
-173.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +0.4% | +2.9% | -2.5% | +0.1% |
| 30D | -10.8% | -2.9% | -7.9% | -10.6% |
| 3M | +8.5% | +15.2% | -6.8% | +6.3% |
| 6M | +3.9% | +42.3% | -38.4% | -1.0% |
| YTD | +9.4% | +28.2% | -18.8% | +5.2% |
| 1Y | +26.8% | +213.2% | -186.5% | +7.6% |
| All | +26.8% | +200.0% | -173.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling