+39.5%
PL vs ARWR
-33.6%
+73.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -1.0% |
| 7D | +10.0% | -17.8% | +27.9% | +14.6% |
| 30D | -2.3% | -18.1% | +15.9% | +2.0% |
| 3M | -44.2% | -44.2% | 0.0% | -35.9% |
| 6M | -66.1% | -38.6% | -27.5% | -62.2% |
| YTD | -30.0% | -28.0% | -1.9% | -26.0% |
| 1Y | +21.0% | +16.1% | +4.9% | +11.3% |
| 3Y | +516.5% | +84.0% | +432.5% | +347.0% |
| 5Y | +32.0% | -35.4% | +67.4% | +12.8% |
| All | +39.5% | -33.6% | +73.1% | +19.1% |
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