+160.5%
PR vs ARWR
+896.0%
-735.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.6% | -10.1% | -7.0% |
| 7D | -12.1% | +2.4% | -14.5% | -12.4% |
| 30D | +0.9% | -1.1% | +2.0% | +0.9% |
| 3M | +10.1% | -31.2% | +41.3% | +15.3% |
| 6M | +1.1% | -19.3% | +20.4% | +2.8% |
| YTD | +63.7% | -7.1% | +70.8% | +61.9% |
| 1Y | +87.0% | +62.9% | +24.1% | +69.2% |
| 3Y | +70.7% | +119.0% | -48.3% | +38.5% |
| 5Y | +246.8% | -24.4% | +271.2% | +213.4% |
| 10Y | +72.6% | +985.4% | -912.8% | +39.1% |
| All | +160.5% | +896.0% | -735.5% | +108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling