+213.6%
PH vs AFRM
-55.1%
+268.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.3% |
| 7D | +2.1% | -8.4% | +10.5% | +3.2% |
| 30D | +0.3% | -18.3% | +18.5% | +2.7% |
| 3M | -8.8% | -12.7% | +3.9% | -7.7% |
| 6M | +10.0% | +3.0% | +7.0% | +8.4% |
| YTD | +10.5% | -11.4% | +21.9% | +10.1% |
| 1Y | +15.5% | -13.3% | +28.8% | +15.1% |
| 3Y | +136.4% | +194.0% | -57.7% | +88.7% |
| 5Y | +213.6% | -50.6% | +264.2% | +154.9% |
| All | +213.6% | -55.1% | +268.7% | +154.9% |
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