+156.2%
PSX vs ARWR
+79.8%
+76.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | +7.8% | -17.8% | +25.7% | +8.5% |
| 30D | -10.9% | -18.1% | +7.2% | -10.3% |
| 3M | +14.5% | -44.2% | +58.7% | +17.1% |
| 6M | +56.1% | -38.6% | +94.8% | +58.5% |
| YTD | +109.6% | -28.0% | +137.6% | +109.6% |
| 1Y | +95.5% | +16.1% | +79.4% | +86.5% |
| 3Y | +156.2% | +84.0% | +72.2% | +120.0% |
| All | +156.2% | +79.8% | +76.4% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling