-31.6%
AFRM vs PTC
+52.4%
-84.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.4% |
| 7D | -8.4% | +1.3% | -9.6% | -9.4% |
| 30D | -18.3% | +1.1% | -19.4% | -19.1% |
| 3M | -12.7% | +30.1% | -42.8% | -37.0% |
| 6M | +3.0% | +34.0% | -31.0% | -31.5% |
| YTD | -11.4% | +12.8% | -24.2% | -28.2% |
| 1Y | -13.3% | +10.7% | -24.1% | -28.3% |
| 3Y | +194.0% | +29.6% | +164.4% | +90.6% |
| 5Y | -50.6% | +63.5% | -114.2% | -73.0% |
| All | -31.6% | +52.4% | -84.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling