-56.0%
AFRM vs PEG
+43.5%
-99.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -2.2% |
| 7D | -4.4% | +4.5% | -8.9% | -7.7% |
| 30D | -7.7% | +7.5% | -15.2% | -12.8% |
| 3M | -16.9% | +0.8% | -17.7% | -17.7% |
| 6M | +2.5% | 0.0% | +2.5% | +1.6% |
| YTD | -12.5% | -3.0% | -9.5% | -12.9% |
| 1Y | -11.0% | -4.7% | -6.3% | -10.0% |
| 3Y | +184.6% | +36.5% | +148.1% | +101.3% |
| All | -56.0% | +43.5% | -99.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling