-16.6%
AFRM vs PEG
-7.6%
-9.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.5% | +2.3% | -7.8% | -5.4% |
| 30D | -15.5% | +6.1% | -21.6% | -15.1% |
| 3M | -10.3% | -0.5% | -9.8% | -11.0% |
| 6M | +0.6% | -3.2% | +3.8% | -0.2% |
| YTD | -11.5% | -4.4% | -7.1% | -13.5% |
| 1Y | -16.6% | -7.4% | -9.2% | -14.1% |
| All | -16.6% | -7.6% | -9.0% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling