+6.4%
PFE vs AFRM
-25.2%
+31.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -7.5% | +2.8% | -4.5% |
| 30D | +3.4% | -15.7% | +19.1% | +3.7% |
| 3M | +9.2% | -9.6% | +18.8% | +9.4% |
| 6M | +15.8% | +6.3% | +9.5% | +15.5% |
| YTD | +23.4% | -8.6% | +32.0% | +23.3% |
| 1Y | +25.8% | -7.6% | +33.4% | +25.6% |
| 3Y | +17.8% | +173.7% | -155.8% | +13.4% |
| 5Y | -20.2% | -56.9% | +36.7% | -25.5% |
| All | +6.4% | -25.2% | +31.6% | -1.4% |
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