-29.3%
AFRM vs PNR
+5.9%
-35.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -3.0% |
| 7D | -8.0% | -3.9% | -4.1% | -3.1% |
| 30D | -9.8% | -13.8% | +4.0% | +9.9% |
| 3M | +4.7% | -22.5% | +27.2% | +41.4% |
| 6M | +34.1% | -37.2% | +71.3% | +137.7% |
| YTD | -8.4% | -44.2% | +35.8% | +85.3% |
| 1Y | -22.9% | -46.6% | +23.7% | +66.2% |
| 3Y | +203.3% | -12.5% | +215.8% | +192.9% |
| 5Y | -26.0% | -19.3% | -6.6% | -32.3% |
| All | -29.3% | +5.9% | -35.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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