+213.7%
AFRM vs PFG
+72.1%
+141.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -0.2% |
| 7D | -7.3% | -0.6% | -6.7% | -6.3% |
| 30D | -9.6% | +2.0% | -11.6% | -11.5% |
| 3M | -11.1% | -3.2% | -7.9% | -8.1% |
| 6M | +3.9% | +10.9% | -7.1% | -11.8% |
| YTD | -8.5% | +28.8% | -37.3% | -37.2% |
| 1Y | +3.3% | +39.2% | -35.9% | -36.8% |
| 3Y | +213.7% | +75.0% | +138.7% | +47.1% |
| All | +213.7% | +72.1% | +141.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling