+936.2%
PBF vs AFRM
-25.1%
+961.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -13.8% | -7.3% | -6.5% | -13.3% |
| 30D | -19.6% | -9.6% | -10.0% | -19.1% |
| 3M | +10.3% | -11.1% | +21.3% | +10.9% |
| 6M | +63.4% | +3.9% | +59.6% | +61.7% |
| YTD | +152.6% | -8.5% | +161.1% | +151.0% |
| 1Y | +87.4% | +3.3% | +84.1% | +83.4% |
| 3Y | +63.3% | +213.7% | -150.5% | +39.6% |
| 5Y | +412.5% | -58.5% | +471.0% | +364.4% |
| All | +936.2% | -25.1% | +961.3% | +761.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling