-56.0%
AFRM vs PTC
+60.7%
-116.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -4.4% | +0.5% | -4.9% | -4.9% |
| 30D | -7.7% | +1.2% | -8.9% | -8.8% |
| 3M | -16.9% | +27.4% | -44.2% | -41.2% |
| 6M | +2.5% | +39.2% | -36.7% | -39.2% |
| YTD | -12.5% | +12.5% | -25.0% | -30.6% |
| 1Y | -11.0% | +12.3% | -23.3% | -29.6% |
| 3Y | +184.6% | +28.8% | +155.7% | +58.1% |
| All | -56.0% | +60.7% | -116.7% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling