+514.8%
PBR vs AFRM
-20.4%
+535.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | +8.6% | -7.0% | +15.5% | +8.9% |
| 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% | +22.6% |
| YTD | +77.1% | -2.8% | +79.9% | +76.3% |
| 1Y | +69.6% | -19.3% | +88.9% | +69.8% |
| 3Y | +95.6% | +231.0% | -135.4% | +79.0% |
| 5Y | +501.8% | -22.2% | +524.0% | +448.0% |
| All | +514.8% | -20.4% | +535.2% | +447.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling