-29.3%
AFRM vs PEG
+53.0%
-82.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.8% |
| 7D | -7.3% | -2.3% | -5.0% | -5.9% |
| 30D | -9.6% | +1.2% | -10.8% | -10.3% |
| 3M | -11.1% | -2.4% | -8.7% | -9.9% |
| 6M | +3.9% | -6.9% | +10.7% | +8.0% |
| YTD | -8.5% | -7.2% | -1.3% | -6.0% |
| 1Y | +3.3% | -8.9% | +12.1% | +7.6% |
| 3Y | +213.7% | +27.1% | +186.6% | +159.6% |
| 5Y | -58.5% | +33.8% | -92.3% | -65.6% |
| All | -29.3% | +53.0% | -82.3% | -37.3% |
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