-25.2%
AFRM vs PEG
+55.0%
-80.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | +3.1% | +1.0% | +2.0% | +2.4% |
| 30D | -4.2% | -1.9% | -2.3% | -3.2% |
| 3M | +10.1% | -3.7% | +13.8% | +12.5% |
| 6M | +39.4% | -9.4% | +48.9% | +47.1% |
| YTD | -3.2% | -6.0% | +2.8% | -1.3% |
| 1Y | -16.1% | -4.4% | -11.7% | -16.2% |
| 3Y | +220.8% | +33.5% | +187.3% | +158.2% |
| 5Y | -17.7% | +35.7% | -53.4% | -31.6% |
| All | -25.2% | +55.0% | -80.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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