-31.6%
AFRM vs PNC
+78.8%
-110.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.4% | +0.8% | -9.2% | -9.2% |
| 30D | -18.3% | +6.5% | -24.8% | -24.5% |
| 3M | -12.7% | -7.3% | -5.4% | -4.2% |
| 6M | +3.0% | +8.5% | -5.5% | -8.5% |
| YTD | -11.4% | +14.5% | -25.9% | -26.6% |
| 1Y | -13.3% | +29.1% | -42.4% | -38.8% |
| 3Y | +194.0% | +113.7% | +80.3% | +16.7% |
| 5Y | -50.6% | +35.7% | -86.3% | -68.8% |
| All | -31.6% | +78.8% | -110.4% | -57.3% |
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