-29.4%
AFRM vs PEGA
-52.2%
+22.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +2.7% |
| 7D | -7.5% | -10.0% | +2.4% | -0.2% |
| 30D | -15.7% | -12.7% | -3.0% | -7.4% |
| 3M | -9.6% | -4.6% | -5.0% | -7.6% |
| 6M | +6.3% | -13.1% | +19.4% | +12.2% |
| YTD | -8.6% | -47.6% | +39.0% | +36.7% |
| 1Y | -7.6% | -47.0% | +39.4% | +36.4% |
| 3Y | +173.7% | +42.0% | +131.6% | +28.3% |
| 5Y | -56.9% | -47.8% | -9.1% | -42.4% |
| All | -29.4% | -52.2% | +22.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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