+40.4%
PL vs ARWR
-34.5%
+74.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.9% |
| 7D | +22.3% | -17.9% | +40.2% | +27.4% |
| 30D | -8.3% | -18.9% | +10.6% | -4.1% |
| 3M | -43.3% | -46.0% | +2.7% | -34.3% |
| 6M | -65.8% | -40.3% | -25.5% | -61.6% |
| YTD | -29.5% | -29.0% | -0.5% | -25.3% |
| 1Y | +11.7% | +13.8% | -2.1% | +3.3% |
| 3Y | +540.6% | +74.9% | +465.7% | +370.8% |
| 5Y | +32.9% | -36.2% | +69.1% | +14.0% |
| All | +40.4% | -34.5% | +74.9% | +20.3% |
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