+536.4%
PBR vs AFRM
-20.7%
+557.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +2.5% | +3.1% | -0.6% | +2.3% |
| 30D | +19.4% | -4.2% | +23.6% | +19.5% |
| 3M | +20.8% | +10.1% | +10.7% | +20.0% |
| 6M | +23.5% | +39.4% | -15.9% | +21.1% |
| YTD | +83.4% | -3.2% | +86.6% | +82.6% |
| 1Y | +77.6% | -16.1% | +93.6% | +77.4% |
| 3Y | +99.9% | +220.8% | -120.9% | +83.2% |
| 5Y | +567.7% | -17.7% | +585.4% | +506.4% |
| All | +536.4% | -20.7% | +557.1% | +467.3% |
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 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