+0.7%
PL vs ARWR
+44.4%
-43.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +10.1% |
| 7D | -6.8% | -2.9% | -3.9% | -6.1% |
| 30D | -29.3% | -5.4% | -23.9% | -28.3% |
| 3M | -44.8% | -32.2% | -12.5% | -40.2% |
| 6M | -68.4% | -26.5% | -41.9% | -66.4% |
| YTD | -36.4% | -12.4% | -24.0% | -34.0% |
| 1Y | +0.7% | +46.9% | -46.1% | +3.5% |
| All | +0.7% | +44.4% | -43.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling