-24.9%
AFRM vs PRU
+97.2%
-122.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -1.5% |
| 7D | -7.0% | +1.9% | -8.8% | -8.9% |
| 30D | -7.8% | +2.7% | -10.5% | -10.7% |
| 3M | +5.3% | +19.5% | -14.1% | -15.7% |
| 6M | +42.6% | +26.6% | +16.0% | +6.2% |
| YTD | -2.8% | +12.3% | -15.1% | -17.2% |
| 1Y | -19.3% | +18.0% | -37.4% | -36.0% |
| 3Y | +231.0% | +47.0% | +184.0% | +110.2% |
| 5Y | -22.2% | +48.4% | -70.7% | -46.1% |
| All | -24.9% | +97.2% | -122.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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