+68.1%
PLD vs AFRM
-20.4%
+88.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -2.4% | -7.0% | +4.6% | -1.7% |
| 30D | -2.4% | -7.8% | +5.4% | -1.8% |
| 3M | -3.8% | +5.3% | -9.1% | -4.7% |
| 6M | 0.0% | +42.6% | -42.6% | -4.3% |
| YTD | +9.2% | -2.8% | +12.0% | +8.2% |
| 1Y | +25.9% | -19.3% | +45.2% | +26.3% |
| 3Y | +21.3% | +231.0% | -209.7% | -0.6% |
| 5Y | +14.1% | -22.2% | +36.4% | -8.1% |
| All | +68.1% | -20.4% | +88.5% | +35.4% |
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