+24.5%
PSA vs ARWR
+181.4%
-156.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 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% | -3.5% |
| 6M | -0.2% | +42.3% | -42.5% | -3.5% |
| YTD | +18.5% | +28.2% | -9.7% | +15.3% |
| 1Y | +6.6% | +213.2% | -206.7% | -4.1% |
| 3Y | +24.5% | +184.6% | -160.2% | +5.2% |
| All | +24.5% | +181.4% | -156.9% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling