+1.8%
PPG vs ARWR
+79.8%
-78.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | +0.7% | -17.8% | +18.6% | +2.6% |
| 30D | +17.6% | -18.1% | +35.7% | +19.8% |
| 3M | +7.5% | -44.2% | +51.6% | +13.9% |
| 6M | +17.6% | -38.6% | +56.3% | +22.9% |
| YTD | +22.6% | -28.0% | +50.6% | +25.2% |
| 1Y | +28.0% | +16.1% | +11.9% | +23.6% |
| 3Y | +1.8% | +84.0% | -82.2% | -12.5% |
| All | +1.8% | +79.8% | -78.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling