+460.7%
PBR vs AFRM
-25.2%
+485.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -13.3% | -7.5% | -5.7% | -13.0% |
| 30D | -27.5% | -15.7% | -11.8% | -27.0% |
| 3M | +5.2% | -9.6% | +14.8% | +5.4% |
| 6M | -6.4% | +6.3% | -12.7% | -7.0% |
| YTD | +61.6% | -8.6% | +70.2% | +61.0% |
| 1Y | +48.9% | -7.6% | +56.5% | +48.1% |
| 3Y | +70.0% | +173.7% | -103.6% | +57.2% |
| 5Y | +469.0% | -56.9% | +525.8% | +432.0% |
| All | +460.7% | -25.2% | +485.8% | +400.4% |
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