+94.6%
PBR vs AFRM
+235.6%
-140.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | +8.6% | -7.0% | +15.5% | +8.8% |
| 30D | +12.8% | -7.8% | +20.6% | +13.1% |
| 3M | +14.7% | +5.3% | +9.4% | +14.1% |
| 6M | +25.2% | +42.6% | -17.5% | +22.1% |
| YTD | +77.1% | -2.8% | +79.9% | +76.5% |
| 1Y | +69.6% | -19.3% | +88.9% | +70.4% |
| All | +94.6% | +235.6% | -140.9% | +67.4% |
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 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