+244.9%
PH vs AFRM
-25.1%
+270.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.1% |
| 7D | +2.0% | -7.3% | +9.3% | +2.8% |
| 30D | -3.7% | -9.6% | +5.9% | -2.8% |
| 3M | -14.0% | -11.1% | -3.0% | -13.3% |
| 6M | +2.1% | +3.9% | -1.7% | +0.8% |
| YTD | +5.1% | -8.5% | +13.6% | +4.4% |
| 1Y | +10.9% | +3.3% | +7.7% | +8.5% |
| 3Y | +132.9% | +213.7% | -80.8% | +93.8% |
| 5Y | +200.1% | -58.5% | +258.6% | +145.0% |
| All | +244.9% | -25.1% | +270.0% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling