+29.7%
PM vs ARWR
+20.0%
+9.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -6.6% | -17.7% | +11.1% | -6.4% |
| 30D | -3.4% | -21.9% | +18.5% | -3.2% |
| 3M | +5.3% | -44.5% | +49.9% | +5.5% |
| 6M | +15.5% | -32.6% | +48.1% | +16.0% |
| YTD | +24.3% | -26.2% | +50.4% | +25.6% |
| 1Y | +29.7% | +23.0% | +6.7% | +32.9% |
| All | +29.7% | +20.0% | +9.7% | +32.9% |
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 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