-20.9%
AFRM vs PFGC
+111.4%
-132.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | -7.0% | -2.2% | -4.8% | -4.9% |
| 30D | -7.8% | -11.9% | +4.1% | +3.7% |
| 3M | +5.3% | +5.0% | +0.3% | -0.9% |
| 6M | +42.6% | +8.6% | +34.0% | +28.7% |
| YTD | -2.8% | +9.7% | -12.5% | -17.4% |
| 1Y | -19.3% | -6.3% | -13.0% | -19.3% |
| 3Y | +231.0% | +58.2% | +172.8% | +85.3% |
| All | -20.9% | +111.4% | -132.3% | -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 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