-10.6%
AFRM vs PFGC
+12.0%
-22.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.8% |
| 7D | -7.5% | +10.8% | -18.4% | -9.4% |
| 30D | -15.7% | +17.8% | -33.5% | -18.0% |
| 3M | -9.6% | -2.7% | -6.9% | -10.7% |
| 6M | +6.3% | +20.0% | -13.7% | +5.0% |
| YTD | -8.6% | +24.3% | -32.9% | -9.5% |
| All | -10.6% | +12.0% | -22.6% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling