-29.4%
AFRM vs PRU
+97.2%
-126.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -2.9% |
| 7D | -7.5% | +3.2% | -10.7% | -11.0% |
| 30D | -15.7% | +7.9% | -23.6% | -23.1% |
| 3M | -9.6% | +1.8% | -11.4% | -11.5% |
| 6M | +6.3% | +24.1% | -17.9% | -19.0% |
| YTD | -8.6% | +12.4% | -21.0% | -22.3% |
| 1Y | -7.6% | +20.9% | -28.5% | -28.4% |
| 3Y | +173.7% | +55.5% | +118.2% | +61.1% |
| 5Y | -56.9% | +42.7% | -99.5% | -69.8% |
| All | -29.4% | +97.2% | -126.6% | -56.6% |
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