+415.3%
PR vs ARWR
+28.5%
+386.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.9% | +1.7% | +1.2% | +2.7% |
| 30D | +18.0% | -0.7% | +18.7% | +18.1% |
| 3M | +16.9% | +14.9% | +2.0% | +14.2% |
| 6M | +28.2% | +32.6% | -4.4% | +22.1% |
| YTD | +69.3% | +30.0% | +39.3% | +61.1% |
| 1Y | +69.5% | +208.4% | -138.9% | +39.8% |
| 3Y | +81.7% | +208.8% | -127.1% | +37.6% |
| All | +415.3% | +28.5% | +386.8% | +348.4% |
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