+220.8%
AFRM vs PPG
-13.4%
+234.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +1.8% |
| 7D | +3.1% | 0.0% | +3.0% | +3.0% |
| 30D | -4.2% | -7.8% | +3.6% | +2.8% |
| 3M | +10.1% | -2.2% | +12.3% | +12.1% |
| 6M | +39.4% | +4.1% | +35.3% | +33.0% |
| YTD | -3.2% | +9.1% | -12.2% | -15.1% |
| 1Y | -16.1% | +1.0% | -17.0% | -20.3% |
| 3Y | +220.8% | -13.3% | +234.0% | +247.7% |
| All | +220.8% | -13.4% | +234.2% | +247.7% |
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