+35.0%
PCAR vs AFRM
+210.7%
-175.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.3% | -0.8% |
| 7D | +2.2% | -6.9% | +9.1% | +2.9% |
| 30D | -4.4% | -7.0% | +2.6% | -3.9% |
| 3M | -21.4% | -11.2% | -10.2% | -20.8% |
| 6M | -7.3% | +4.3% | -11.6% | -8.3% |
| YTD | -3.8% | -6.4% | +2.6% | -4.4% |
| 1Y | +6.3% | -2.6% | +8.9% | +4.9% |
| All | +35.0% | +210.7% | -175.7% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling