-24.9%
AFRM vs PEG
+53.9%
-78.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -7.0% | +0.7% | -7.7% | -7.4% |
| 30D | -7.8% | -2.4% | -5.4% | -6.5% |
| 3M | +5.3% | -4.8% | +10.1% | +8.2% |
| 6M | +42.6% | -10.7% | +53.3% | +52.0% |
| YTD | -2.8% | -6.7% | +3.9% | -0.4% |
| 1Y | -19.3% | -6.8% | -12.5% | -17.9% |
| 3Y | +231.0% | +34.5% | +196.5% | +165.1% |
| 5Y | -22.2% | +35.8% | -58.0% | -35.1% |
| All | -24.9% | +53.9% | -78.8% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling