+458.5%
PBR vs AFRM
-27.4%
+486.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -13.3% | -8.4% | -4.9% | -13.0% |
| 30D | -27.7% | -18.3% | -9.5% | -27.2% |
| 3M | +2.7% | -12.7% | +15.3% | +3.0% |
| 6M | -6.7% | +3.0% | -9.8% | -7.3% |
| YTD | +60.9% | -11.4% | +72.3% | +60.6% |
| 1Y | +46.6% | -13.3% | +59.9% | +46.3% |
| 3Y | +69.1% | +194.0% | -125.0% | +55.8% |
| 5Y | +469.6% | -50.6% | +520.2% | +431.0% |
| All | +458.5% | -27.4% | +486.0% | +399.1% |
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