-24.9%
AFRM vs PPG
-16.2%
-8.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -4.4% |
| 7D | -7.0% | -1.5% | -5.5% | -5.3% |
| 30D | -7.8% | -5.0% | -2.8% | -2.5% |
| 3M | +5.3% | +1.1% | +4.2% | +3.3% |
| 6M | +42.6% | -3.2% | +45.8% | +44.2% |
| YTD | -2.8% | +11.9% | -14.7% | -19.3% |
| 1Y | -19.3% | +5.3% | -24.6% | -28.5% |
| 3Y | +231.0% | -15.0% | +246.0% | +284.0% |
| 5Y | -22.2% | -19.6% | -2.6% | -10.9% |
| All | -24.9% | -16.2% | -8.7% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling