+19.2%
PEP vs AFRM
-25.1%
+44.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.9% |
| 7D | +2.9% | -7.3% | +10.2% | +3.0% |
| 30D | +14.2% | -9.6% | +23.8% | +14.3% |
| 3M | +3.2% | -11.1% | +14.2% | +3.3% |
| 6M | -7.4% | +3.9% | -11.3% | -7.5% |
| YTD | +1.5% | -8.5% | +10.0% | +1.4% |
| 1Y | +3.9% | +3.3% | +0.6% | +3.6% |
| 3Y | -5.5% | +213.7% | -219.2% | -8.5% |
| 5Y | +0.1% | -58.5% | +58.7% | -4.2% |
| All | +19.2% | -25.1% | +44.2% | +14.0% |
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