+33.3%
PLD vs AFRM
+203.8%
-170.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -0.8% | -7.3% | +6.5% | -0.1% |
| 30D | -0.3% | -9.6% | +9.3% | +0.5% |
| 3M | -8.0% | -11.1% | +3.0% | -7.3% |
| 6M | -9.8% | +3.9% | -13.7% | -10.9% |
| YTD | +1.8% | -8.5% | +10.3% | +1.1% |
| 1Y | +5.6% | +3.3% | +2.3% | +3.3% |
| 3Y | +33.3% | +213.7% | -180.5% | +11.8% |
| All | +33.3% | +203.8% | -170.5% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling