-23.8%
PCG vs AFRM
+48.4%
-72.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +2.4% |
| 7D | -13.9% | -7.0% | -6.9% | -13.5% |
| 30D | -16.9% | -7.8% | -9.1% | -16.5% |
| 3M | -14.7% | +5.3% | -20.0% | -14.1% |
| 6M | -23.8% | +42.6% | -66.5% | -23.5% |
| All | -23.8% | +48.4% | -72.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 6mo: compounded portfolio wealth divided by compounded AFRM 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…
6mo analysis · Full analysis span regression · 6 months rolling