+15,462.9%
PH vs ARWR
-97.0%
+15,559.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.1% | +1.7% | -4.7% | -3.1% |
| 30D | -3.2% | -0.7% | -2.6% | -3.2% |
| 3M | +10.6% | +14.9% | -4.3% | +10.4% |
| 6M | -2.1% | +32.6% | -34.8% | -2.4% |
| YTD | +10.2% | +30.0% | -19.9% | +9.9% |
| 1Y | +28.2% | +208.4% | -180.1% | +27.1% |
| 3Y | +134.9% | +208.8% | -73.9% | +132.1% |
| 5Y | +253.6% | +27.8% | +225.8% | +250.8% |
| 10Y | +804.7% | +1,107.6% | -302.8% | +782.6% |
| All | +15,462.9% | -97.0% | +15,559.9% | +13,714.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling