-27.7%
AFRM vs PENG
+96.3%
-124.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -23.0% | +15.2% | +1.6% |
| 7D | -6.9% | -36.7% | +29.8% | +9.8% |
| 30D | -7.0% | -42.0% | +35.1% | +12.0% |
| 3M | -11.2% | -33.2% | +22.0% | -2.0% |
| 6M | +4.3% | +2.1% | +2.2% | -19.3% |
| YTD | -6.4% | +90.3% | -96.7% | -50.6% |
| 1Y | -2.6% | +67.7% | -70.3% | -45.1% |
| 3Y | +210.6% | +154.2% | +56.3% | +13.7% |
| 5Y | -57.6% | +28.3% | -85.9% | -79.2% |
| All | -27.7% | +96.3% | -124.0% | -77.8% |
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