-20.9%
AFRM vs PENG
+115.2%
-136.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.1% | -5.6% |
| 7D | -7.0% | +4.5% | -11.5% | -9.0% |
| 30D | -7.8% | -7.1% | -0.7% | -5.9% |
| 3M | +5.3% | -27.3% | +32.6% | +10.9% |
| 6M | +42.6% | +169.6% | -126.9% | -32.2% |
| YTD | -2.8% | +164.6% | -167.4% | -54.6% |
| 1Y | -19.3% | +109.5% | -128.8% | -57.8% |
| 3Y | +231.0% | +98.9% | +132.0% | +37.7% |
| All | -20.9% | +115.2% | -136.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling