-50.6%
AFRM vs PNR
+0.3%
-50.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.0% |
| 7D | -8.4% | -0.1% | -8.2% | -8.1% |
| 30D | -18.3% | +33.4% | -51.6% | -46.2% |
| 3M | -12.7% | +4.9% | -17.6% | -19.9% |
| 6M | +3.0% | -8.5% | +11.5% | +9.2% |
| YTD | -11.4% | -32.1% | +20.7% | +39.3% |
| 1Y | -13.3% | -35.0% | +21.7% | +46.3% |
| 3Y | +194.0% | +17.6% | +176.4% | +60.6% |
| 5Y | -50.6% | +0.9% | -51.5% | -65.4% |
| All | -50.6% | +0.3% | -50.9% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling