+23.6%
PG vs AFRM
-20.4%
+44.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.3% |
| 7D | +1.9% | -7.0% | +8.8% | +1.9% |
| 30D | -0.2% | -7.8% | +7.6% | -0.2% |
| 3M | +4.8% | +5.3% | -0.5% | +4.8% |
| 6M | -6.1% | +42.6% | -48.7% | -6.3% |
| YTD | +4.5% | -2.8% | +7.3% | +4.4% |
| 1Y | -5.3% | -19.3% | +14.0% | -5.2% |
| 3Y | +2.6% | +231.0% | -228.4% | +0.6% |
| 5Y | +15.6% | -22.2% | +37.8% | +11.1% |
| All | +23.6% | -20.4% | +44.0% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling