+223.9%
PR vs ARWR
-29.8%
+253.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.8% | +1.9% | -4.0% |
| 7D | -16.5% | -5.0% | -11.5% | -16.0% |
| 30D | -4.5% | -6.6% | +2.1% | -3.8% |
| 3M | +8.5% | -33.9% | +42.4% | +13.7% |
| 6M | -3.3% | -23.3% | +20.0% | -1.3% |
| YTD | +55.7% | -13.5% | +69.2% | +55.3% |
| 1Y | +82.0% | +42.5% | +39.5% | +67.6% |
| 3Y | +62.5% | +104.1% | -41.7% | +30.3% |
| 5Y | +223.9% | -28.8% | +252.7% | +204.3% |
| All | +223.9% | -29.8% | +253.7% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling