+1,307.6%
PPL vs ARWR
-98.0%
+1,405.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.8% | +7.6% | +0.8% |
| 7D | +1.0% | -5.0% | +6.0% | +1.1% |
| 30D | +6.8% | -6.6% | +13.5% | +6.8% |
| 3M | +3.9% | -33.9% | +37.7% | +4.0% |
| 6M | -2.0% | -23.3% | +21.3% | -2.0% |
| YTD | +5.3% | -13.5% | +18.7% | +5.3% |
| 1Y | +2.2% | +42.5% | -40.4% | +2.0% |
| 3Y | +56.7% | +104.1% | -47.4% | +56.1% |
| 5Y | +49.1% | -28.8% | +77.9% | +48.7% |
| 10Y | +63.6% | +911.6% | -848.0% | +61.9% |
| All | +1,307.6% | -98.0% | +1,405.6% | +1,251.5% |
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