-20.9%
AFRM vs PNC
+53.4%
-74.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.9% |
| 7D | -7.0% | +1.4% | -8.4% | -8.7% |
| 30D | -7.8% | -3.8% | -4.0% | -2.6% |
| 3M | +5.3% | +9.0% | -3.7% | -8.3% |
| 6M | +42.6% | +16.6% | +26.0% | +11.8% |
| YTD | -2.8% | +20.4% | -23.2% | -27.5% |
| 1Y | -19.3% | +22.3% | -41.6% | -41.6% |
| 3Y | +231.0% | +124.5% | +106.4% | -1.3% |
| All | -20.9% | +53.4% | -74.3% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling