+39.5%
PL vs ARWR
-39.6%
+79.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.6% | -17.7% | +23.3% | +10.4% |
| 30D | -16.9% | -21.9% | +5.0% | -11.8% |
| 3M | -38.2% | -44.5% | +6.3% | -28.1% |
| 6M | -63.4% | -32.6% | -30.9% | -59.9% |
| YTD | -27.6% | -26.2% | -1.4% | -23.8% |
| 1Y | +6.6% | +23.0% | -16.4% | -4.7% |
| 3Y | +557.6% | +81.8% | +475.9% | +360.2% |
| 5Y | +39.5% | -36.0% | +75.5% | +34.4% |
| All | +39.5% | -39.6% | +79.1% | +34.4% |
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