+8.8%
PFE vs AFRM
-23.4%
+32.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.8% | +4.9% | -2.8% |
| 7D | -0.2% | -6.9% | +6.7% | -0.1% |
| 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% | +16.5% |
| YTD | +26.2% | -6.4% | +32.6% | +26.0% |
| 1Y | +29.9% | -2.6% | +32.5% | +29.5% |
| 3Y | +15.9% | +210.6% | -194.6% | +11.2% |
| 5Y | -20.6% | -57.6% | +37.0% | -25.9% |
| All | +8.8% | -23.4% | +32.2% | +0.7% |
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