+357.1%
PSX vs ARWR
+1,021.8%
-664.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +3.1% |
| 7D | -0.4% | -19.9% | +19.6% | +1.4% |
| 30D | -8.1% | -18.7% | +10.6% | -6.7% |
| 3M | +15.9% | -44.7% | +60.6% | +21.4% |
| 6M | +49.4% | -36.5% | +85.9% | +53.8% |
| YTD | +104.7% | -25.7% | +130.3% | +106.2% |
| 1Y | +89.1% | +18.9% | +70.2% | +81.1% |
| 3Y | +151.7% | +83.1% | +68.7% | +120.0% |
| 5Y | +298.3% | -34.9% | +333.2% | +272.5% |
| 10Y | +357.1% | +1,080.9% | -723.8% | +249.6% |
| All | +357.1% | +1,021.8% | -664.8% | +249.6% |
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