+234.7%
PM vs ARWR
+921.6%
-686.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.3% | +12.9% | -1.9% |
| 7D | -7.3% | -17.3% | +10.1% | -6.7% |
| 30D | -4.0% | -21.5% | +17.5% | -3.3% |
| 3M | +2.7% | -43.8% | +46.6% | +4.7% |
| 6M | +14.9% | -32.3% | +47.1% | +16.1% |
| YTD | +23.5% | -25.8% | +49.4% | +24.3% |
| 1Y | +30.4% | +25.5% | +4.8% | +28.4% |
| 3Y | +143.2% | +84.1% | +59.1% | +131.8% |
| 5Y | +159.5% | -39.2% | +198.7% | +154.5% |
| 10Y | +234.7% | +1,072.4% | -837.7% | +196.1% |
| All | +234.7% | +921.6% | -686.9% | +196.1% |
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