-3.6%
PPG vs ARWR
+188.4%
-192.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.4% |
| YTD | +4.4% | +24.7% | -20.2% | +0.7% |
| All | -3.6% | +188.4% | -192.0% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling