-19.3%
PNR vs ARWR
+25.7%
-45.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | -3.9% | -3.2% | -0.7% | -3.4% |
| 30D | -13.8% | -6.5% | -7.3% | -13.0% |
| 3M | -22.5% | +12.7% | -35.2% | -24.4% |
| 6M | -37.2% | +36.2% | -73.3% | -40.7% |
| YTD | -44.2% | +24.5% | -68.7% | -46.8% |
| 1Y | -46.6% | +198.0% | -244.6% | -56.2% |
| 3Y | -12.5% | +176.4% | -188.9% | -32.9% |
| 5Y | -19.3% | +26.6% | -45.9% | -35.4% |
| All | -19.3% | +25.7% | -45.0% | -35.4% |
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