+4.0%
PEP vs AFRM
-58.9%
+63.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | +0.2% |
| 7D | +1.1% | -10.3% | +11.3% | +1.2% |
| 30D | +13.6% | -13.7% | +27.3% | +13.8% |
| 3M | +5.1% | -11.6% | +16.7% | +5.2% |
| 6M | -1.6% | +2.1% | -3.7% | -1.7% |
| YTD | +3.3% | -8.9% | +12.2% | +3.3% |
| 1Y | +3.2% | -9.7% | +12.9% | +3.2% |
| 3Y | -3.9% | +202.5% | -206.4% | -7.7% |
| 5Y | +4.0% | -55.3% | +59.4% | -3.4% |
| All | +4.0% | -58.9% | +63.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling