+129.9%
PSA vs ARWR
+1,024.2%
-894.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -1.4% | -17.8% | +16.4% | -0.6% |
| 30D | +15.2% | -18.1% | +33.3% | +16.2% |
| 3M | +2.2% | -44.2% | +46.4% | +4.9% |
| 6M | +11.7% | -38.6% | +50.3% | +13.8% |
| YTD | +32.0% | -28.0% | +60.0% | +33.2% |
| 1Y | +26.3% | +16.1% | +10.1% | +24.2% |
| 3Y | +52.4% | +84.0% | -31.6% | +43.5% |
| 5Y | +26.3% | -35.4% | +61.7% | +21.1% |
| All | +129.9% | +1,024.2% | -894.3% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling