+172.3%
PCAR vs AFRM
-23.1%
+195.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -0.5% | -7.0% | +6.4% | 0.0% |
| 30D | -6.2% | -7.8% | +1.6% | -5.7% |
| 3M | +5.9% | +5.3% | +0.6% | +5.2% |
| 6M | +0.4% | +42.6% | -42.2% | -2.8% |
| YTD | +14.8% | -2.8% | +17.6% | +14.1% |
| 1Y | +30.1% | -19.3% | +49.4% | +30.6% |
| 3Y | +66.7% | +231.0% | -164.3% | +46.1% |
| All | +172.3% | -23.1% | +195.4% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling