-29.3%
AFRM vs PRU
+92.7%
-122.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | +0.9% |
| 7D | -7.3% | +2.4% | -9.7% | -9.9% |
| 30D | -9.6% | +6.1% | -15.7% | -15.8% |
| 3M | -11.1% | -0.7% | -10.3% | -10.3% |
| 6M | +3.9% | +22.1% | -18.2% | -19.3% |
| YTD | -8.5% | +9.8% | -18.3% | -19.9% |
| 1Y | +3.3% | +19.4% | -16.1% | -18.7% |
| 3Y | +213.7% | +50.4% | +163.4% | +92.2% |
| 5Y | -58.5% | +37.2% | -95.7% | -70.0% |
| All | -29.3% | +92.7% | -122.0% | -55.3% |
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