+415.4%
PBF vs AFRM
-55.6%
+471.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.2% | +2.5% |
| 7D | +4.3% | -5.5% | +9.8% | +4.8% |
| 30D | -21.8% | -15.5% | -6.3% | -20.8% |
| 3M | +1.7% | -10.3% | +12.0% | +2.3% |
| 6M | +69.8% | +0.6% | +69.2% | +68.4% |
| YTD | +167.7% | -11.5% | +179.3% | +166.8% |
| 1Y | +89.0% | -16.6% | +105.6% | +88.8% |
| 3Y | +78.8% | +193.5% | -114.8% | +52.6% |
| 5Y | +415.4% | -55.8% | +471.2% | +380.5% |
| All | +415.4% | -55.6% | +471.0% | +380.5% |
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