+8.8%
PFE vs AFRM
-25.4%
+34.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.2% |
| 7D | -3.0% | -10.3% | +7.3% | -2.7% |
| 30D | +5.2% | -13.7% | +18.9% | +5.5% |
| 3M | +12.2% | -11.6% | +23.8% | +12.5% |
| 6M | +17.8% | +2.1% | +15.7% | +17.5% |
| YTD | +26.2% | -8.9% | +35.0% | +26.1% |
| 1Y | +23.2% | -9.7% | +32.9% | +23.0% |
| 3Y | +21.3% | +202.5% | -181.2% | +16.5% |
| 5Y | -23.1% | -55.3% | +32.2% | -28.1% |
| All | +8.8% | -25.4% | +34.2% | +0.8% |
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