+106.0%
PSA vs ARWR
+1,011.1%
-905.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.4% | +2.9% | -3.3% | -0.6% |
| 30D | -8.2% | -2.9% | -5.3% | -8.0% |
| 3M | -2.1% | +15.2% | -17.4% | -3.0% |
| 6M | -0.2% | +42.3% | -42.5% | -2.2% |
| YTD | +18.5% | +28.2% | -9.7% | +16.6% |
| 1Y | +6.6% | +213.2% | -206.7% | +0.2% |
| 3Y | +24.5% | +184.6% | -160.2% | +15.0% |
| 5Y | +13.6% | +29.2% | -15.7% | +6.0% |
| All | +106.0% | +1,011.1% | -905.1% | +85.5% |
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