+3.6%
PFE vs AFRM
-20.4%
+24.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.2% |
| 7D | +1.8% | -7.0% | +8.7% | +1.9% |
| 30D | +10.2% | -7.8% | +18.0% | +10.4% |
| 3M | +12.7% | +5.3% | +7.4% | +12.4% |
| 6M | +10.5% | +42.6% | -32.1% | +9.5% |
| YTD | +20.2% | -2.8% | +22.9% | +19.9% |
| 1Y | +24.1% | -19.3% | +43.4% | +24.2% |
| 3Y | -3.6% | +231.0% | -234.5% | -7.7% |
| 5Y | -20.9% | -22.2% | +1.4% | -25.9% |
| All | +3.6% | -20.4% | +24.0% | -4.1% |
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