-31.7%
AFRM vs PEG
+57.6%
-89.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.4% |
| 7D | -5.5% | +2.3% | -7.8% | -6.9% |
| 30D | -15.5% | +6.1% | -21.6% | -18.7% |
| 3M | -10.3% | -0.5% | -9.8% | -10.2% |
| 6M | +0.6% | -3.2% | +3.8% | +2.1% |
| YTD | -11.5% | -4.4% | -7.1% | -10.9% |
| 1Y | -16.6% | -7.4% | -9.2% | -14.0% |
| 3Y | +193.5% | +33.9% | +159.6% | +135.1% |
| 5Y | -55.8% | +42.3% | -98.1% | -63.6% |
| All | -31.7% | +57.6% | -89.3% | -40.5% |
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