-29.3%
AFRM vs PTC
+51.3%
-80.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.4% |
| 7D | -7.3% | -0.2% | -7.1% | -7.1% |
| 30D | -9.6% | +0.8% | -10.3% | -10.1% |
| 3M | -11.1% | +32.1% | -43.2% | -37.0% |
| 6M | +3.9% | +42.6% | -38.8% | -36.3% |
| YTD | -8.5% | +12.0% | -20.5% | -25.3% |
| 1Y | +3.3% | +12.2% | -8.9% | -15.9% |
| 3Y | +213.7% | +31.2% | +182.5% | +98.7% |
| 5Y | -58.5% | +54.9% | -113.4% | -76.7% |
| All | -29.3% | +51.3% | -80.6% | -58.8% |
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