+20.7%
PG vs AFRM
-25.2%
+45.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -2.7% | -8.5% | +5.8% | -2.6% |
| 30D | -1.5% | -11.4% | +9.8% | -1.5% |
| 3M | -3.4% | +8.2% | -11.6% | -3.4% |
| 6M | -7.0% | +36.6% | -43.6% | -7.2% |
| YTD | +2.0% | -8.7% | +10.6% | +2.0% |
| 1Y | -6.5% | -19.9% | +13.4% | -6.4% |
| 3Y | +1.2% | +202.6% | -201.4% | -0.7% |
| 5Y | +12.8% | -45.0% | +57.8% | +7.9% |
| All | +20.7% | -25.2% | +45.9% | +15.9% |
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