+235.3%
PH vs AFRM
-23.4%
+258.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.9% | -1.1% |
| 7D | -3.9% | -6.9% | +3.0% | -3.2% |
| 30D | -9.4% | -7.0% | -2.4% | -8.9% |
| 3M | -10.3% | -11.2% | +0.9% | -9.5% |
| 6M | +2.7% | +4.3% | -1.6% | +1.3% |
| YTD | +2.1% | -6.4% | +8.5% | +1.3% |
| 1Y | +16.2% | -2.6% | +18.8% | +14.3% |
| 3Y | +129.3% | +210.6% | -81.3% | +90.9% |
| 5Y | +191.7% | -57.6% | +249.3% | +137.6% |
| All | +235.3% | -23.4% | +258.7% | +172.2% |
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