+19.9%
PEP vs AFRM
-27.6%
+47.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -1.1% |
| 7D | -0.3% | -5.5% | +5.2% | -0.3% |
| 30D | +11.8% | -15.5% | +27.2% | +11.9% |
| 3M | +3.7% | -10.3% | +14.0% | +3.7% |
| 6M | -4.3% | +0.6% | -4.9% | -4.4% |
| YTD | +2.1% | -11.5% | +13.7% | +2.1% |
| 1Y | +2.5% | -16.6% | +19.1% | +2.6% |
| 3Y | -5.0% | +193.5% | -198.6% | -7.9% |
| 5Y | +2.9% | -55.8% | +58.7% | -1.6% |
| All | +19.9% | -27.6% | +47.5% | +14.8% |
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