-21.6%
AFRM vs PRU
+104.6%
-126.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.6% | -1.6% | -2.7% |
| 7D | +3.1% | +9.8% | -6.7% | -7.8% |
| 30D | +1.1% | +11.6% | -10.5% | -11.4% |
| 3M | -3.2% | +3.7% | -6.9% | -7.6% |
| 6M | +12.7% | +33.0% | -20.3% | -21.2% |
| YTD | +1.6% | +16.6% | -15.0% | -17.4% |
| 1Y | +5.9% | +26.9% | -21.1% | -22.7% |
| 3Y | +237.0% | +55.7% | +181.3% | +97.9% |
| 5Y | -55.1% | +44.5% | -99.7% | -69.8% |
| All | -21.6% | +104.6% | -126.2% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling