-24.9%
AFRM vs PSLV
+140.6%
-165.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | -7.0% | -0.6% | -6.3% | -6.7% |
| 30D | -7.8% | +7.3% | -15.1% | -9.9% |
| 3M | +5.3% | -7.4% | +12.7% | +7.4% |
| 6M | +42.6% | -20.3% | +62.9% | +50.6% |
| YTD | -2.8% | -8.2% | +5.5% | -9.2% |
| 1Y | -19.3% | +57.9% | -77.2% | -43.0% |
| 3Y | +231.0% | +162.1% | +68.9% | +74.3% |
| 5Y | -22.2% | +151.2% | -173.4% | -60.2% |
| All | -24.9% | +140.6% | -165.5% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling