+24.1%
AFRM vs PCOR
-10.3%
+34.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.9% |
| 7D | -7.3% | +22.7% | -30.0% | -24.4% |
| 30D | -9.6% | +37.5% | -47.0% | -33.5% |
| 3M | -11.1% | +35.2% | -46.3% | -34.7% |
| 6M | +3.9% | +42.2% | -38.4% | -30.7% |
| YTD | -8.5% | +3.6% | -12.1% | -21.2% |
| 1Y | +3.3% | -4.8% | +8.0% | -3.2% |
| 3Y | +213.7% | +48.3% | +165.4% | +59.9% |
| 5Y | -58.5% | -20.1% | -38.5% | -63.6% |
| All | +24.1% | -10.3% | +34.4% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling