+114.0%
PCAR vs AFRM
-23.4%
+137.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.3% | -1.0% |
| 7D | +2.2% | -6.9% | +9.1% | +2.7% |
| 30D | -4.4% | -7.0% | +2.6% | -4.0% |
| 3M | -21.4% | -11.2% | -10.2% | -21.0% |
| 6M | -7.3% | +4.3% | -11.6% | -8.0% |
| YTD | -3.8% | -6.4% | +2.6% | -4.2% |
| 1Y | +6.3% | -2.6% | +8.9% | +5.3% |
| 3Y | +34.4% | +210.6% | -176.2% | +19.9% |
| 5Y | +109.2% | -57.6% | +166.8% | +86.6% |
| All | +114.0% | -23.4% | +137.4% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling