+267.6%
PM vs ARWR
+1,061.4%
-793.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.1% |
| 7D | -7.1% | -19.9% | +12.9% | -6.4% |
| 30D | -2.8% | -18.7% | +15.9% | -2.1% |
| 3M | +6.3% | -44.7% | +51.0% | +8.4% |
| 6M | +9.6% | -36.5% | +46.2% | +11.1% |
| YTD | +25.6% | -25.7% | +51.2% | +26.3% |
| 1Y | +29.7% | +18.9% | +10.7% | +28.0% |
| 3Y | +147.6% | +83.1% | +64.5% | +135.9% |
| 5Y | +160.1% | -34.9% | +195.0% | +154.4% |
| All | +267.6% | +1,061.4% | -793.8% | +226.5% |
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 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