+718.6%
PBF vs AFRM
-23.1%
+741.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.1% |
| 7D | +4.3% | -7.0% | +11.3% | +4.9% |
| 30D | +22.0% | -7.8% | +29.8% | +22.7% |
| 3M | +74.5% | +5.3% | +69.2% | +73.0% |
| 6M | +67.7% | +42.6% | +25.0% | +60.8% |
| YTD | +179.2% | -2.8% | +182.0% | +176.7% |
| 1Y | +170.0% | -19.3% | +189.3% | +170.7% |
| 3Y | +66.4% | +231.0% | -164.6% | +39.8% |
| All | +718.6% | -23.1% | +741.7% | +612.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling