+245.1%
PWR vs AFRM
+195.9%
+49.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.2% |
| 7D | +19.1% | -5.5% | +24.6% | +20.1% |
| 30D | -12.0% | -15.5% | +3.5% | -9.8% |
| 3M | -10.6% | -10.3% | -0.3% | -9.5% |
| 6M | -20.8% | +0.6% | -21.4% | -21.6% |
| YTD | +43.7% | -11.5% | +55.3% | +43.8% |
| 1Y | +35.0% | -16.6% | +51.6% | +36.0% |
| All | +245.1% | +195.9% | +49.2% | +188.2% |
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 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