-55.3%
AFRM vs PENG
+68.7%
-124.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.5% | -1.4% |
| 7D | -10.3% | +1.9% | -12.1% | -12.6% |
| 30D | -13.7% | -37.8% | +24.1% | +1.4% |
| 3M | -11.6% | -14.1% | +2.5% | -12.5% |
| 6M | +2.1% | +13.1% | -11.0% | -23.5% |
| YTD | -8.9% | +151.8% | -160.6% | -59.5% |
| 1Y | -9.7% | +136.0% | -145.7% | -58.5% |
| 3Y | +202.5% | +217.9% | -15.5% | -8.2% |
| 5Y | -55.3% | +64.1% | -119.4% | -82.0% |
| All | -55.3% | +68.7% | -124.0% | -82.0% |
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