+5.8%
PSA vs ARWR
+201.3%
-195.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | -9.6% | -6.5% | -3.1% | -9.2% |
| 3M | -7.9% | +12.7% | -20.6% | -8.9% |
| 6M | -2.0% | +36.2% | -38.2% | -4.7% |
| YTD | +15.7% | +24.5% | -8.7% | +12.8% |
| 1Y | +5.8% | +198.0% | -192.2% | -5.0% |
| All | +5.8% | +201.3% | -195.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling