-26.0%
AFRM vs PPG
-20.0%
-6.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.1% | -2.6% |
| 7D | -8.0% | -3.7% | -4.3% | -3.8% |
| 30D | -9.8% | -7.2% | -2.6% | -1.0% |
| 3M | +4.7% | -7.3% | +12.0% | +14.2% |
| 6M | +34.1% | +0.3% | +33.9% | +29.8% |
| YTD | -8.4% | +6.5% | -15.0% | -21.6% |
| 1Y | -22.9% | +0.5% | -23.5% | -29.1% |
| 3Y | +203.3% | -15.3% | +218.6% | +252.7% |
| 5Y | -26.0% | -22.9% | -3.1% | +3.6% |
| All | -26.0% | -20.0% | -6.0% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling