+187.8%
AFRM vs PPG
+2.4%
+185.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -1.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -15.5% | +17.7% | -33.2% | -26.4% |
| 3M | -10.3% | +7.4% | -17.7% | -15.5% |
| 6M | +0.6% | +16.4% | -15.8% | -11.8% |
| YTD | -11.5% | +22.4% | -33.9% | -29.6% |
| 1Y | -16.6% | +28.6% | -45.2% | -37.3% |
| All | +187.8% | +2.4% | +185.3% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling