-27.7%
AFRM vs PEGA
-48.5%
+20.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.3% | -5.5% | -6.2% |
| 7D | -6.9% | -1.6% | -5.3% | -5.7% |
| 30D | -7.0% | -3.0% | -4.0% | -5.2% |
| 3M | -11.2% | +5.8% | -17.0% | -15.8% |
| 6M | +4.3% | -8.8% | +13.1% | +6.6% |
| YTD | -6.4% | -43.5% | +37.1% | +32.8% |
| 1Y | -2.6% | -43.4% | +40.8% | +37.4% |
| 3Y | +210.6% | +48.6% | +162.0% | +41.9% |
| 5Y | -57.6% | -43.3% | -14.2% | -46.6% |
| All | -27.7% | -48.5% | +20.7% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling