+132.9%
PH vs ARWR
+105.6%
+27.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.7% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | -3.7% | -5.4% | +1.7% | -3.1% |
| 3M | -14.0% | -32.2% | +18.2% | -10.1% |
| 6M | +2.1% | -26.5% | +28.6% | +5.1% |
| YTD | +5.1% | -12.4% | +17.5% | +5.2% |
| 1Y | +10.9% | +46.9% | -35.9% | +3.2% |
| 3Y | +132.9% | +116.0% | +17.0% | +90.6% |
| All | +132.9% | +105.6% | +27.4% | +90.6% |
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 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