-29.6%
AFRM vs PFGC
+121.8%
-151.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.7% |
| 7D | -10.3% | +1.5% | -11.7% | -11.4% |
| 30D | -13.7% | +17.4% | -31.1% | -25.2% |
| 3M | -11.6% | -2.4% | -9.1% | -10.8% |
| 6M | +2.1% | +18.2% | -16.1% | -13.3% |
| YTD | -8.9% | +23.7% | -32.5% | -28.9% |
| 1Y | -9.7% | +15.0% | -24.7% | -24.9% |
| 3Y | +202.5% | +82.3% | +120.1% | +65.3% |
| 5Y | -55.3% | +131.9% | -187.2% | -79.3% |
| All | -29.6% | +121.8% | -151.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling