+1,067.6%
PSX vs ARWR
+734.4%
+333.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | -13.1% | -2.9% | -10.2% | -12.9% |
| 30D | -9.5% | -5.4% | -4.1% | -9.2% |
| 3M | +20.2% | -32.2% | +52.4% | +23.4% |
| 6M | +44.9% | -26.5% | +71.4% | +47.2% |
| YTD | +94.4% | -12.4% | +106.8% | +93.7% |
| 1Y | +83.1% | +46.9% | +36.2% | +74.0% |
| 3Y | +132.2% | +116.0% | +16.2% | +105.5% |
| 5Y | +278.8% | -28.0% | +306.8% | +255.9% |
| 10Y | +354.2% | +923.9% | -569.8% | +239.3% |
| All | +1,067.6% | +734.4% | +333.1% | +676.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling