+54.2%
PPL vs ARWR
+1,117.8%
-1,063.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.6% |
| 30D | +0.5% | -0.7% | +1.1% | +0.5% |
| 3M | +0.7% | +14.9% | -14.2% | -0.1% |
| 6M | -7.6% | +32.6% | -40.2% | -9.1% |
| YTD | +1.8% | +30.0% | -28.2% | +0.1% |
| 1Y | -0.8% | +208.4% | -209.1% | -6.7% |
| 3Y | +56.9% | +208.8% | -151.9% | +44.2% |
| 5Y | +39.5% | +27.8% | +11.7% | +31.2% |
| All | +54.2% | +1,117.8% | -1,063.6% | +34.6% |
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