+220.9%
AFRM vs PCOR
+44.3%
+176.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | -6.9% | +23.7% | -30.6% | -18.7% |
| 30D | -7.0% | +39.0% | -46.0% | -24.3% |
| 3M | -11.2% | +35.8% | -47.0% | -27.3% |
| 6M | +4.3% | +38.2% | -34.0% | -17.1% |
| YTD | -6.4% | +3.9% | -10.3% | -11.4% |
| 1Y | -2.6% | +5.7% | -8.3% | -10.1% |
| All | +220.9% | +44.3% | +176.6% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling