+58.6%
PLD vs AFRM
-23.4%
+82.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.7% | -1.4% |
| 7D | +0.4% | -6.9% | +7.3% | +1.1% |
| 30D | -0.1% | -7.0% | +6.9% | +0.5% |
| 3M | -7.9% | -11.2% | +3.3% | -7.2% |
| 6M | -7.0% | +4.3% | -11.2% | -8.1% |
| YTD | +3.1% | -6.4% | +9.5% | +2.2% |
| 1Y | +7.1% | -2.6% | +9.7% | +5.4% |
| 3Y | +32.9% | +210.6% | -177.7% | +9.8% |
| 5Y | +1.5% | -57.6% | +59.1% | -16.5% |
| All | +58.6% | -23.4% | +82.0% | +27.9% |
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 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