-20.6%
PFE vs AFRM
-57.5%
+36.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.8% | +4.9% | -2.7% |
| 7D | -0.2% | -6.9% | +6.7% | 0.0% |
| 30D | +8.7% | -7.0% | +15.6% | +8.8% |
| 3M | +15.8% | -11.2% | +27.0% | +16.0% |
| 6M | +16.8% | +4.3% | +12.6% | +16.4% |
| YTD | +26.2% | -6.4% | +32.6% | +25.9% |
| 1Y | +29.9% | -2.6% | +32.5% | +29.4% |
| 3Y | +15.9% | +210.6% | -194.6% | +9.6% |
| 5Y | -20.6% | -57.6% | +37.0% | -29.3% |
| All | -20.6% | -57.5% | +36.9% | -29.3% |
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