+173.7%
AFRM vs PEGA
+37.6%
+136.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.6% |
| 7D | -7.5% | -10.0% | +2.4% | -3.3% |
| 30D | -15.7% | -12.7% | -3.0% | -10.9% |
| 3M | -9.6% | -4.6% | -5.0% | -8.1% |
| 6M | +6.3% | -13.1% | +19.4% | +10.7% |
| YTD | -8.6% | -47.6% | +39.0% | +17.8% |
| 1Y | -7.6% | -47.0% | +39.4% | +18.3% |
| 3Y | +173.7% | +42.0% | +131.6% | +134.5% |
| All | +173.7% | +37.6% | +136.0% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling