-29.3%
AFRM vs PEGA
-50.2%
+20.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | +0.3% |
| 7D | -7.3% | -4.5% | -2.8% | -4.1% |
| 30D | -9.6% | -5.7% | -3.9% | -6.0% |
| 3M | -11.1% | +2.7% | -13.7% | -13.8% |
| 6M | +3.9% | -10.5% | +14.4% | +7.5% |
| YTD | -8.5% | -45.4% | +36.9% | +33.1% |
| 1Y | +3.3% | -44.7% | +48.0% | +47.9% |
| 3Y | +213.7% | +45.7% | +168.1% | +44.6% |
| 5Y | -58.5% | -45.3% | -13.3% | -46.5% |
| All | -29.3% | -50.2% | +20.9% | -3.0% |
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