+23.5%
PPG vs ARWR
+1,080.6%
-1,057.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -5.1% | -4.3% | -0.8% | -4.7% |
| 30D | -9.6% | -7.3% | -2.3% | -8.9% |
| 3M | -6.4% | +17.0% | -23.4% | -8.1% |
| 6M | +0.5% | +39.8% | -39.3% | -3.2% |
| YTD | +4.4% | +24.7% | -20.2% | +1.5% |
| 1Y | -0.9% | +186.5% | -187.4% | -11.7% |
| 3Y | -17.0% | +176.8% | -193.7% | -29.0% |
| 5Y | -23.7% | +29.3% | -53.0% | -32.4% |
| All | +23.5% | +1,080.6% | -1,057.1% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling