+60.5%
PLD vs AFRM
-27.4%
+88.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | +0.8% | -8.4% | +9.2% | +1.6% |
| 30D | +0.5% | -18.3% | +18.7% | +2.4% |
| 3M | -5.5% | -12.7% | +7.2% | -4.6% |
| 6M | -8.3% | +3.0% | -11.4% | -9.4% |
| YTD | +4.3% | -11.4% | +15.7% | +4.0% |
| 1Y | +7.4% | -13.3% | +20.8% | +7.1% |
| 3Y | +37.1% | +194.0% | -157.0% | +14.1% |
| 5Y | +1.3% | -50.6% | +51.9% | -16.7% |
| All | +60.5% | -27.4% | +88.0% | +30.1% |
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 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