+168.1%
PM vs ARWR
-28.9%
+197.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +6.1% | -32.2% | +38.4% | +6.9% |
| 6M | +18.0% | -26.5% | +44.5% | +18.6% |
| YTD | +26.6% | -12.4% | +39.0% | +26.7% |
| 1Y | +36.7% | +46.9% | -10.2% | +34.9% |
| 3Y | +146.0% | +116.0% | +30.0% | +136.0% |
| All | +168.1% | -28.9% | +197.0% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling