+5.9%
AFRM vs PCOR
+4.0%
+1.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +19.7% | -14.6% | -1.8% |
| 7D | +3.1% | +21.8% | -18.7% | -4.2% |
| 30D | +1.1% | +39.5% | -38.4% | -10.6% |
| 3M | -3.2% | +35.2% | -38.5% | -13.6% |
| 6M | +12.7% | +21.7% | -9.1% | +4.3% |
| YTD | +1.6% | +3.9% | -2.4% | -6.4% |
| 1Y | +5.9% | +6.9% | -1.1% | -1.8% |
| All | +5.9% | +4.0% | +1.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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