+30.7%
PM vs ARWR
+17.6%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +1.1% |
| 7D | -7.1% | -19.9% | +12.9% | -6.9% |
| 30D | -2.8% | -18.7% | +15.9% | -2.6% |
| 3M | +6.3% | -44.7% | +51.0% | +6.4% |
| 6M | +9.6% | -36.5% | +46.2% | +10.0% |
| YTD | +25.6% | -25.7% | +51.2% | +26.9% |
| All | +30.7% | +17.6% | +13.1% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling