-24.9%
AFRM vs PFG
+173.5%
-198.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -0.7% |
| 7D | -7.0% | +5.5% | -12.5% | -13.4% |
| 30D | -7.8% | +2.4% | -10.2% | -10.9% |
| 3M | +5.3% | +13.6% | -8.3% | -12.2% |
| 6M | +42.6% | +27.9% | +14.8% | +2.6% |
| YTD | -2.8% | +35.6% | -38.3% | -35.8% |
| 1Y | -19.3% | +48.5% | -67.8% | -53.2% |
| 3Y | +231.0% | +66.9% | +164.1% | +75.1% |
| 5Y | -22.2% | +111.0% | -133.2% | -62.3% |
| All | -24.9% | +173.5% | -198.4% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling