+358.2%
PSX vs ARWR
+1,009.4%
-651.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.0% |
| 7D | +6.4% | -17.9% | +24.4% | +8.0% |
| 30D | -10.2% | -18.9% | +8.7% | -8.8% |
| 3M | +17.2% | -46.0% | +63.1% | +22.9% |
| 6M | +51.8% | -40.3% | +92.1% | +57.1% |
| YTD | +108.0% | -29.0% | +137.0% | +110.4% |
| 1Y | +96.1% | +13.8% | +82.3% | +88.5% |
| 3Y | +155.9% | +74.9% | +81.0% | +124.5% |
| 5Y | +306.9% | -36.2% | +343.1% | +280.9% |
| All | +358.2% | +1,009.4% | -651.2% | +252.1% |
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 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