-4.6%
PEP vs AFRM
+210.7%
-215.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +0.1% |
| 7D | +6.7% | -6.9% | +13.6% | +6.6% |
| 30D | +13.5% | -7.0% | +20.5% | +13.5% |
| 3M | +3.9% | -11.2% | +15.2% | +3.8% |
| 6M | -6.0% | +4.3% | -10.3% | -5.8% |
| YTD | +2.5% | -6.4% | +8.9% | +2.7% |
| 1Y | +3.9% | -2.6% | +6.5% | +4.2% |
| All | -4.6% | +210.7% | -215.3% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling