-24.9%
AFRM vs PNR
+10.9%
-35.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -3.0% |
| 7D | -7.0% | -2.4% | -4.6% | -4.0% |
| 30D | -7.8% | -12.8% | +5.0% | +10.3% |
| 3M | +5.3% | -17.0% | +22.3% | +29.3% |
| 6M | +42.6% | -37.4% | +80.1% | +155.5% |
| YTD | -2.8% | -41.6% | +38.8% | +85.2% |
| 1Y | -19.3% | -44.6% | +25.3% | +65.8% |
| 3Y | +231.0% | -12.1% | +243.1% | +222.2% |
| 5Y | -22.2% | -17.4% | -4.9% | -32.7% |
| All | -24.9% | +10.9% | -35.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling