+19.6%
PEP vs AFRM
-25.2%
+44.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.0% | -7.5% | +8.6% | +1.1% |
| 30D | +12.6% | -15.7% | +28.3% | +12.8% |
| 3M | +3.1% | -9.6% | +12.7% | +3.2% |
| 6M | -6.3% | +6.3% | -12.6% | -6.4% |
| YTD | +1.9% | -8.6% | +10.5% | +1.8% |
| 1Y | +3.3% | -7.6% | +10.9% | +3.2% |
| 3Y | -4.8% | +173.7% | -178.5% | -7.6% |
| 5Y | +2.0% | -56.9% | +58.9% | -2.4% |
| All | +19.6% | -25.2% | +44.8% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling