-55.8%
AFRM vs PFG
+95.0%
-150.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -0.9% |
| 7D | -5.5% | +0.1% | -5.6% | -6.0% |
| 30D | -15.5% | +5.0% | -20.4% | -21.0% |
| 3M | -10.3% | +0.1% | -10.4% | -11.5% |
| 6M | +0.6% | +13.8% | -13.2% | -19.2% |
| YTD | -11.5% | +31.2% | -42.8% | -43.1% |
| 1Y | -16.6% | +37.1% | -53.7% | -50.0% |
| 3Y | +193.5% | +80.6% | +112.9% | +18.5% |
| 5Y | -55.8% | +93.7% | -149.5% | -81.4% |
| All | -55.8% | +95.0% | -150.8% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling