+539.5%
PBR vs AFRM
-25.0%
+564.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +5.9% | +0.7% |
| 7D | +0.3% | -8.0% | +8.4% | +0.7% |
| 30D | +17.5% | -9.8% | +27.3% | +17.9% |
| 3M | +20.9% | +4.7% | +16.2% | +20.3% |
| 6M | +20.2% | +34.1% | -13.9% | +18.1% |
| YTD | +84.3% | -8.4% | +92.7% | +83.9% |
| 1Y | +77.1% | -22.9% | +100.0% | +77.6% |
| 3Y | +100.8% | +203.3% | -102.5% | +84.4% |
| 5Y | +556.1% | -26.0% | +582.1% | +498.6% |
| All | +539.5% | -25.0% | +564.5% | +471.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling