-29.3%
AFRM vs PFGC
+114.4%
-143.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.6% |
| 7D | -7.3% | +8.5% | -15.8% | -14.1% |
| 30D | -9.6% | +15.0% | -24.6% | -20.1% |
| 3M | -11.1% | -6.2% | -4.9% | -7.3% |
| 6M | +3.9% | +15.7% | -11.9% | -10.2% |
| YTD | -8.5% | +19.6% | -28.0% | -26.5% |
| 1Y | +3.3% | +13.2% | -9.9% | -12.9% |
| 3Y | +213.7% | +77.0% | +136.8% | +75.7% |
| 5Y | -58.5% | +121.5% | -180.0% | -80.2% |
| All | -29.3% | +114.4% | -143.7% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling