+66.1%
PBR vs AFRM
+203.8%
-137.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -16.0% | -7.3% | -8.7% | -15.8% |
| 30D | -22.8% | -9.6% | -13.2% | -22.6% |
| 3M | +3.0% | -11.1% | +14.0% | +3.2% |
| 6M | -8.1% | +3.9% | -11.9% | -8.7% |
| YTD | +63.1% | -8.5% | +71.6% | +62.9% |
| 1Y | +59.3% | +3.3% | +56.0% | +57.5% |
| 3Y | +66.1% | +213.7% | -147.6% | +44.2% |
| All | +66.1% | +203.8% | -137.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling