+66.8%
PPL vs ARWR
+1,055.7%
-988.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -17.7% | +17.7% | +0.8% |
| 30D | +4.3% | -21.9% | +26.2% | +5.3% |
| 3M | +2.9% | -44.5% | +47.5% | +5.5% |
| 6M | +1.1% | -32.6% | +33.7% | +2.5% |
| YTD | +4.5% | -26.2% | +30.6% | +5.3% |
| 1Y | +0.1% | +23.0% | -22.9% | -1.8% |
| 3Y | +55.7% | +81.8% | -26.1% | +46.8% |
| 5Y | +47.6% | -36.0% | +83.6% | +43.2% |
| 10Y | +66.8% | +1,039.5% | -972.7% | +47.2% |
| All | +66.8% | +1,055.7% | -988.8% | +47.2% |
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 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