+386.6%
PSX vs ARWR
+978.7%
-592.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +1.8% | -3.2% | +5.0% | +2.1% |
| 30D | +21.6% | -6.5% | +28.1% | +22.3% |
| 3M | +46.5% | +12.7% | +33.8% | +44.4% |
| 6M | +62.0% | +36.2% | +25.8% | +56.3% |
| YTD | +106.3% | +24.5% | +81.9% | +100.1% |
| 1Y | +103.0% | +198.0% | -95.0% | +79.9% |
| 3Y | +135.5% | +176.4% | -40.8% | +100.9% |
| 5Y | +368.5% | +26.6% | +342.0% | +315.7% |
| 10Y | +386.6% | +1,054.1% | -667.5% | +266.2% |
| All | +386.6% | +978.7% | -592.2% | +266.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling