+8,493.4%
PSA vs ARWR
-98.3%
+8,591.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.1% | -19.9% | +17.9% | -2.0% |
| 30D | +16.2% | -18.7% | +34.9% | +16.3% |
| 3M | +4.3% | -44.7% | +49.0% | +4.5% |
| 6M | +9.9% | -36.5% | +46.4% | +10.0% |
| YTD | +33.3% | -25.7% | +58.9% | +33.3% |
| 1Y | +25.8% | +18.9% | +6.9% | +25.7% |
| 3Y | +54.8% | +83.1% | -28.3% | +54.1% |
| 5Y | +27.5% | -34.9% | +62.4% | +27.2% |
| 10Y | +134.5% | +1,080.9% | -946.3% | +131.6% |
| All | +8,493.4% | -98.3% | +8,591.7% | +7,730.1% |
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