+77.0%
PR vs ARWR
+12.4%
+64.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +2.0% |
| 7D | +6.7% | -17.9% | +24.6% | +6.7% |
| 30D | -6.1% | -18.9% | +12.7% | -6.1% |
| 3M | +6.9% | -46.0% | +52.8% | +6.8% |
| 6M | +14.6% | -40.3% | +54.9% | +14.6% |
| YTD | +66.1% | -29.0% | +95.1% | +66.0% |
| 1Y | +77.0% | +13.8% | +63.2% | +74.2% |
| All | +77.0% | +12.4% | +64.7% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling