+13.4%
PCAR vs AFRM
-11.9%
+25.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +2.1% |
| 7D | +2.2% | -10.3% | +12.4% | +3.4% |
| 30D | +0.3% | -13.7% | +14.1% | +1.8% |
| 3M | -17.9% | -11.6% | -6.4% | -17.1% |
| 6M | -3.4% | +2.1% | -5.5% | -4.5% |
| YTD | -0.1% | -8.9% | +8.8% | -0.7% |
| 1Y | +13.4% | -9.7% | +23.1% | +14.7% |
| All | +13.4% | -11.9% | +25.4% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling