+104.9%
PSX vs ARWR
+200.0%
-95.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.5% |
| 7D | +2.8% | +2.9% | 0.0% | +3.0% |
| 30D | +27.8% | -2.9% | +30.7% | +27.5% |
| 3M | +42.0% | +15.2% | +26.8% | +43.8% |
| 6M | +58.1% | +42.3% | +15.8% | +61.8% |
| YTD | +105.0% | +28.2% | +76.8% | +109.1% |
| 1Y | +104.9% | +213.2% | -108.3% | +114.9% |
| All | +104.9% | +200.0% | -95.1% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling