-55.8%
AFRM vs PPG
-14.6%
-41.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -0.4% |
| 7D | -5.5% | -0.2% | -5.3% | -5.3% |
| 30D | -15.5% | +17.7% | -33.2% | -30.9% |
| 3M | -10.3% | +7.4% | -17.7% | -18.1% |
| 6M | +0.6% | +16.4% | -15.8% | -18.0% |
| YTD | -11.5% | +22.4% | -33.9% | -36.7% |
| 1Y | -16.6% | +28.6% | -45.2% | -44.7% |
| 3Y | +193.5% | +2.0% | +191.6% | +166.4% |
| 5Y | -55.8% | -15.6% | -40.2% | -48.2% |
| All | -55.8% | -14.6% | -41.2% | -48.2% |
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