+117.0%
PCAR vs AFRM
-27.4%
+144.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.4% |
| 7D | +3.8% | -8.4% | +12.2% | +4.4% |
| 30D | -2.0% | -18.3% | +16.3% | -0.6% |
| 3M | -19.1% | -12.7% | -6.4% | -18.5% |
| 6M | -6.8% | +3.0% | -9.8% | -7.4% |
| YTD | -2.5% | -11.4% | +8.9% | -2.5% |
| 1Y | +9.7% | -13.3% | +23.0% | +9.6% |
| 3Y | +34.0% | +194.0% | -160.1% | +20.1% |
| 5Y | +113.3% | -50.6% | +164.0% | +90.1% |
| All | +117.0% | -27.4% | +144.4% | +94.0% |
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