+221.7%
PR vs ARWR
-28.9%
+250.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +8.0% | -32.2% | +40.2% | +12.7% |
| 6M | +4.1% | -26.5% | +30.6% | +6.9% |
| YTD | +58.7% | -12.4% | +71.1% | +58.1% |
| 1Y | +75.8% | +46.9% | +29.0% | +61.3% |
| 3Y | +73.2% | +116.0% | -42.8% | +37.6% |
| All | +221.7% | -28.9% | +250.7% | +212.0% |
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