+65.2%
PR vs ARWR
+906.2%
-841.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | -16.4% | -2.9% | -13.5% | -16.1% |
| 30D | -1.9% | -5.4% | +3.5% | -1.3% |
| 3M | +8.0% | -32.2% | +40.2% | +13.3% |
| 6M | +4.1% | -26.5% | +30.6% | +7.3% |
| YTD | +58.7% | -12.4% | +71.1% | +58.2% |
| 1Y | +75.8% | +46.9% | +29.0% | +61.1% |
| 3Y | +73.2% | +116.0% | -42.8% | +39.8% |
| 5Y | +230.1% | -28.0% | +258.1% | +199.8% |
| All | +65.2% | +906.2% | -841.1% | +30.3% |
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