+1,250.4%
PPG vs ARWR
-97.0%
+1,347.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -1.5% | +1.7% | -3.2% | -1.5% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | +1.1% | +14.9% | -13.7% | +1.1% |
| 6M | -3.2% | +32.6% | -35.8% | -3.3% |
| YTD | +11.9% | +30.0% | -18.2% | +11.7% |
| 1Y | +5.3% | +208.4% | -203.0% | +4.7% |
| 3Y | -15.0% | +208.8% | -223.8% | -15.6% |
| 5Y | -19.6% | +27.8% | -47.4% | -20.0% |
| 10Y | +27.0% | +1,107.6% | -1,080.5% | +25.3% |
| All | +1,250.4% | -97.0% | +1,347.4% | +1,333.0% |
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