+11.7%
PCG vs AFRM
-23.4%
+35.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.6% | -0.8% |
| 7D | 0.0% | -6.9% | +6.9% | +0.4% |
| 30D | +5.8% | -7.0% | +12.8% | +6.2% |
| 3M | -22.8% | -11.2% | -11.5% | -22.4% |
| 6M | -18.4% | +4.3% | -22.7% | -18.9% |
| YTD | -16.9% | -6.4% | -10.4% | -17.2% |
| 1Y | -17.6% | -2.6% | -15.0% | -18.3% |
| 3Y | -20.0% | +210.6% | -230.5% | -28.0% |
| 5Y | +16.0% | -57.6% | +73.6% | +6.1% |
| All | +11.7% | -23.4% | +35.1% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling