+143.9%
PM vs ARWR
+105.6%
+38.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.8% |
| 7D | -5.2% | -2.9% | -2.3% | -5.2% |
| 30D | +2.7% | -5.4% | +8.1% | +2.8% |
| 3M | +5.2% | -32.2% | +37.5% | +5.6% |
| 6M | +17.0% | -26.5% | +43.5% | +17.3% |
| YTD | +25.5% | -12.4% | +37.9% | +25.7% |
| 1Y | +35.5% | +46.9% | -11.4% | +34.8% |
| 3Y | +143.9% | +116.0% | +27.9% | +137.1% |
| All | +143.9% | +105.6% | +38.3% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling