-29.3%
AFRM vs PNC
+84.4%
-113.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -4.3% |
| 7D | -8.0% | -0.7% | -7.3% | -7.1% |
| 30D | -9.8% | -4.4% | -5.4% | -4.6% |
| 3M | +4.7% | +4.5% | +0.2% | -1.8% |
| 6M | +34.1% | +19.1% | +15.1% | +5.9% |
| YTD | -8.4% | +18.0% | -26.5% | -26.9% |
| 1Y | -22.9% | +24.1% | -47.0% | -42.6% |
| 3Y | +203.3% | +130.0% | +73.3% | +10.9% |
| 5Y | -26.0% | +50.4% | -76.4% | -54.9% |
| All | -29.3% | +84.4% | -113.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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