-58.5%
PSKY vs ARWR
+43.7%
-102.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.4% | -5.1% |
| 7D | -24.6% | -10.9% | -13.6% | -25.0% |
| 30D | -36.1% | -30.7% | -5.4% | -37.4% |
| 3M | -84.9% | +884.2% | -969.1% | -20.3% |
| 6M | -84.9% | +884.2% | -969.1% | -20.3% |
| YTD | -84.9% | +884.2% | -969.1% | -20.3% |
| 1Y | -84.9% | +884.2% | -969.1% | -20.3% |
| 3Y | -84.9% | +884.2% | -969.1% | -20.3% |
| 5Y | -84.9% | +884.2% | -969.1% | -20.3% |
| 10Y | -84.4% | +741.9% | -826.3% | -16.8% |
| All | -58.5% | +43.7% | -102.2% | +102.2% |
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 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