-24.9%
AFRM vs PENG
+173.0%
-197.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.1% | -5.5% |
| 7D | -7.0% | +4.5% | -11.5% | -8.9% |
| 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% | -29.4% |
| YTD | -2.8% | +164.6% | -167.4% | -52.6% |
| 1Y | -19.3% | +109.5% | -128.8% | -56.3% |
| 3Y | +231.0% | +98.9% | +132.0% | +46.6% |
| 5Y | -22.2% | +116.3% | -138.5% | -66.8% |
| All | -24.9% | +173.0% | -197.9% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling