+1,724.2%
PNR vs ARWR
-97.1%
+1,821.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -3.0% | +2.9% | -5.9% | -3.0% |
| 30D | -14.9% | -2.9% | -12.0% | -14.9% |
| 3M | -19.0% | +15.2% | -34.3% | -19.1% |
| 6M | -35.9% | +42.3% | -78.2% | -36.1% |
| YTD | -43.1% | +28.2% | -71.3% | -43.2% |
| 1Y | -46.4% | +213.2% | -259.6% | -46.7% |
| 3Y | -10.8% | +184.6% | -195.5% | -11.5% |
| 5Y | -18.9% | +29.2% | -48.1% | -19.3% |
| 10Y | +64.4% | +1,012.5% | -948.1% | +62.2% |
| All | +1,724.2% | -97.1% | +1,821.3% | +1,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling