+460.4%
PBR vs AFRM
-28.4%
+488.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -1.0% | -4.4% | +3.4% | -0.9% |
| 30D | -29.3% | -7.7% | -21.6% | -29.1% |
| 3M | +5.5% | -16.9% | +22.4% | +6.1% |
| 6M | -2.9% | +2.5% | -5.4% | -3.4% |
| YTD | +61.5% | -12.5% | +74.0% | +61.2% |
| 1Y | +46.9% | -11.0% | +57.9% | +46.3% |
| 3Y | +66.4% | +184.6% | -118.1% | +53.6% |
| 5Y | +460.3% | -56.3% | +516.6% | +424.3% |
| All | +460.4% | -28.4% | +488.7% | +400.9% |
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