+250.9%
PM vs ARWR
+1,055.7%
-804.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -6.6% | -17.7% | +11.1% | -6.0% |
| 30D | -3.4% | -21.9% | +18.5% | -2.7% |
| 3M | +5.3% | -44.5% | +49.9% | +7.3% |
| 6M | +15.5% | -32.6% | +48.1% | +16.8% |
| YTD | +24.3% | -26.2% | +50.4% | +25.0% |
| 1Y | +29.7% | +23.0% | +6.7% | +27.9% |
| 3Y | +144.9% | +81.8% | +63.2% | +133.4% |
| 5Y | +159.0% | -36.0% | +195.1% | +153.6% |
| 10Y | +250.9% | +1,039.5% | -788.6% | +210.9% |
| All | +250.9% | +1,055.7% | -804.7% | +210.9% |
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