+60.2%
PPL vs ARWR
+906.2%
-846.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | +5.4% | -5.4% | +10.8% | +5.7% |
| 3M | +4.3% | -32.2% | +36.5% | +6.0% |
| 6M | -1.3% | -26.5% | +25.2% | -0.2% |
| YTD | +4.7% | -12.4% | +17.1% | +4.8% |
| 1Y | +1.3% | +46.9% | -45.6% | -1.4% |
| 3Y | +57.2% | +116.0% | -58.7% | +47.0% |
| 5Y | +48.2% | -28.0% | +76.2% | +43.1% |
| All | +60.2% | +906.2% | -846.0% | +38.7% |
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