-22.9%
PPG vs ARWR
+25.7%
-48.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.0% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | -7.2% | -6.5% | -0.8% | -6.4% |
| 3M | -7.3% | +12.7% | -20.0% | -9.1% |
| 6M | +0.3% | +36.2% | -35.9% | -4.5% |
| YTD | +6.5% | +24.5% | -17.9% | +2.4% |
| 1Y | +0.5% | +198.0% | -197.4% | -15.0% |
| 3Y | -15.3% | +176.4% | -191.6% | -32.8% |
| 5Y | -22.9% | +26.6% | -49.5% | -38.2% |
| All | -22.9% | +25.7% | -48.6% | -38.2% |
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 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