-29.4%
AFRM vs PPG
-21.7%
-7.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +1.9% |
| 7D | -8.5% | -5.1% | -3.3% | -3.1% |
| 30D | -11.4% | -9.6% | -1.8% | -0.8% |
| 3M | +8.2% | -6.4% | +14.7% | +16.0% |
| 6M | +36.6% | +0.5% | +36.1% | +32.7% |
| YTD | -8.7% | +4.4% | -13.1% | -18.2% |
| 1Y | -19.9% | -0.9% | -19.0% | -24.0% |
| 3Y | +202.6% | -17.0% | +219.5% | +257.5% |
| 5Y | -45.0% | -23.7% | -21.4% | -31.9% |
| All | -29.4% | -21.7% | -7.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling