+253.6%
PH vs AFRM
-23.1%
+276.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | -3.1% | -7.0% | +3.9% | -2.2% |
| 30D | -3.2% | -7.8% | +4.6% | -2.5% |
| 3M | +10.6% | +5.3% | +5.3% | +9.4% |
| 6M | -2.1% | +42.6% | -44.8% | -7.4% |
| YTD | +10.2% | -2.8% | +13.0% | +9.0% |
| 1Y | +28.2% | -19.3% | +47.5% | +28.9% |
| 3Y | +134.9% | +231.0% | -96.1% | +87.4% |
| All | +253.6% | -23.1% | +276.7% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling