+8,498.5%
PSA vs ARWR
-98.3%
+8,596.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.8% | -17.7% | +18.5% | +0.8% |
| 30D | +15.9% | -21.9% | +37.8% | +16.0% |
| 3M | +4.2% | -44.5% | +48.7% | +4.4% |
| 6M | +10.1% | -32.6% | +42.7% | +10.2% |
| YTD | +33.3% | -26.2% | +59.5% | +33.4% |
| 1Y | +28.2% | +23.0% | +5.3% | +28.1% |
| 3Y | +54.9% | +81.8% | -26.9% | +54.2% |
| 5Y | +28.3% | -36.0% | +64.4% | +28.1% |
| 10Y | +134.1% | +1,039.5% | -905.5% | +131.2% |
| All | +8,498.5% | -98.3% | +8,596.8% | +7,735.0% |
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 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