+268.2%
PM vs ARWR
+1,009.4%
-741.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.3% |
| 7D | -2.4% | -17.9% | +15.5% | -1.8% |
| 30D | -1.3% | -18.9% | +17.6% | -0.6% |
| 3M | +6.5% | -46.0% | +52.5% | +8.7% |
| 6M | +7.0% | -40.3% | +47.3% | +8.6% |
| YTD | +25.8% | -29.0% | +54.8% | +26.7% |
| 1Y | +30.9% | +13.8% | +17.1% | +29.4% |
| 3Y | +148.0% | +74.9% | +73.1% | +136.6% |
| 5Y | +161.2% | -36.2% | +197.4% | +155.6% |
| All | +268.2% | +1,009.4% | -741.2% | +227.5% |
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