+478.5%
PTC vs ARWR
-97.0%
+575.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.0% |
| 7D | -10.3% | +1.7% | -11.9% | -10.3% |
| 30D | +1.1% | -0.7% | +1.8% | +1.1% |
| 3M | +1.6% | +14.9% | -13.3% | +1.5% |
| 6M | -13.5% | +32.6% | -46.1% | -13.6% |
| YTD | -19.1% | +30.0% | -49.1% | -19.2% |
| 1Y | -33.9% | +208.4% | -242.2% | -34.2% |
| 3Y | -3.9% | +208.8% | -212.7% | -4.4% |
| 5Y | +6.0% | +27.8% | -21.8% | +5.6% |
| 10Y | +223.7% | +1,107.6% | -883.8% | +222.1% |
| All | +478.5% | -97.0% | +575.6% | +559.2% |
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