-25.9%
AFRM vs PSLV
+132.3%
-158.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | -1.3% | -3.5% | +2.2% | -0.3% |
| 30D | -2.7% | -2.1% | -0.5% | -2.2% |
| 3M | +7.4% | -1.6% | +9.1% | +7.4% |
| 6M | +40.7% | -25.5% | +66.2% | +51.5% |
| YTD | -4.0% | -11.4% | +7.4% | -9.5% |
| 1Y | -12.2% | +48.6% | -60.8% | -36.5% |
| 3Y | +203.1% | +166.9% | +36.2% | +57.0% |
| 5Y | -42.2% | +152.4% | -194.7% | -70.5% |
| All | -25.9% | +132.3% | -158.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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