+111.0%
PBF vs AFRM
+8.5%
+102.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.0% | -11.7% | -6.1% |
| 7D | -0.9% | +3.1% | -4.0% | -0.5% |
| 30D | -13.7% | +1.1% | -14.8% | -13.3% |
| 3M | +10.6% | -3.2% | +13.9% | +10.6% |
| 6M | +61.2% | +12.7% | +48.5% | +66.0% |
| YTD | +172.7% | +1.6% | +171.2% | +176.4% |
| 1Y | +111.0% | +5.9% | +105.2% | +119.9% |
| All | +111.0% | +8.5% | +102.5% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling