+7,551.8%
PSA vs ARWR
-97.0%
+7,648.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | -7.7% | -0.7% | -7.1% | -7.7% |
| 3M | -0.6% | +14.9% | -15.5% | -0.7% |
| 6M | -0.9% | +32.6% | -33.5% | -1.0% |
| YTD | +18.7% | +30.0% | -11.4% | +18.5% |
| 1Y | +7.6% | +208.4% | -200.7% | +7.2% |
| 3Y | +23.7% | +208.8% | -185.1% | +22.9% |
| 5Y | +13.7% | +27.8% | -14.2% | +13.2% |
| 10Y | +98.9% | +1,107.6% | -1,008.7% | +96.2% |
| All | +7,551.8% | -97.0% | +7,648.8% | +6,859.3% |
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