+209.7%
PH vs ARWR
-34.9%
+244.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +4.3% | -17.8% | +22.2% | +6.9% |
| 30D | +0.1% | -18.1% | +18.3% | +2.5% |
| 3M | -9.4% | -44.2% | +34.8% | -2.4% |
| 6M | +8.8% | -38.6% | +47.4% | +14.9% |
| YTD | +9.6% | -28.0% | +37.7% | +12.5% |
| 1Y | +14.4% | +16.1% | -1.7% | +8.6% |
| 3Y | +134.5% | +84.0% | +50.5% | +91.4% |
| All | +209.7% | -34.9% | +244.6% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling