+108.9%
PCAR vs AFRM
-25.1%
+134.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | +0.1% | -7.3% | +7.4% | +0.6% |
| 30D | -4.6% | -9.6% | +5.0% | -4.0% |
| 3M | -22.6% | -11.1% | -11.5% | -22.1% |
| 6M | -12.0% | +3.9% | -15.8% | -12.6% |
| YTD | -6.1% | -8.5% | +2.4% | -6.4% |
| 1Y | +6.3% | +3.3% | +3.1% | +5.0% |
| 3Y | +31.8% | +213.7% | -181.9% | +17.6% |
| 5Y | +104.2% | -58.5% | +162.7% | +82.4% |
| All | +108.9% | -25.1% | +134.0% | +86.4% |
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 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