-29.4%
AFRM vs PTC
+51.9%
-81.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | -7.5% | +0.8% | -8.3% | -8.2% |
| 30D | -15.7% | +0.7% | -16.4% | -16.2% |
| 3M | -9.6% | +32.6% | -42.2% | -36.2% |
| 6M | +6.3% | +33.6% | -27.3% | -29.1% |
| YTD | -8.6% | +12.4% | -21.0% | -25.7% |
| 1Y | -7.6% | +11.2% | -18.8% | -24.0% |
| 3Y | +173.7% | +31.7% | +142.0% | +73.0% |
| 5Y | -56.9% | +60.1% | -116.9% | -76.1% |
| All | -29.4% | +51.9% | -81.3% | -59.0% |
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