+196.5%
AFRM vs PFGC
+82.7%
+113.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.7% |
| 7D | -10.3% | +1.5% | -11.7% | -11.2% |
| 30D | -13.7% | +17.4% | -31.1% | -23.4% |
| 3M | -11.6% | -2.4% | -9.1% | -10.4% |
| 6M | +2.1% | +18.2% | -16.1% | -11.1% |
| YTD | -8.9% | +23.7% | -32.5% | -27.1% |
| 1Y | -9.7% | +15.0% | -24.7% | -22.2% |
| All | +196.5% | +82.7% | +113.8% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling