-58.3%
AFRM vs PFGC
+121.6%
-179.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.3% |
| 7D | -7.3% | +8.5% | -15.8% | -15.5% |
| 30D | -9.6% | +15.0% | -24.6% | -22.3% |
| 3M | -11.1% | -6.2% | -4.9% | -6.6% |
| 6M | +3.9% | +15.7% | -11.9% | -13.4% |
| YTD | -8.5% | +19.6% | -28.0% | -30.8% |
| 1Y | +3.3% | +13.2% | -9.9% | -17.0% |
| 3Y | +213.7% | +77.0% | +136.8% | +43.7% |
| All | -58.3% | +121.6% | -179.9% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling