+119.2%
PCAR vs AFRM
-28.4%
+147.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +4.9% | -4.4% | +9.3% | +5.3% |
| 30D | -1.4% | -7.7% | +6.2% | -0.9% |
| 3M | -18.1% | -16.9% | -1.3% | -17.2% |
| 6M | -4.0% | +2.5% | -6.5% | -4.6% |
| YTD | -1.5% | -12.5% | +11.1% | -1.4% |
| 1Y | +13.2% | -11.0% | +24.2% | +13.0% |
| 3Y | +35.8% | +184.6% | -148.8% | +22.0% |
| 5Y | +114.6% | -56.3% | +170.9% | +92.0% |
| All | +119.2% | -28.4% | +147.6% | +96.2% |
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