+156.8%
PGR vs AFRM
-21.4%
+178.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.6% |
| 30D | +4.9% | -2.7% | +7.6% | +5.0% |
| 3M | +7.6% | +7.4% | +0.2% | +7.5% |
| 6M | +8.3% | +40.7% | -32.4% | +7.6% |
| YTD | +1.7% | -4.0% | +5.7% | +1.6% |
| 1Y | -6.8% | -12.2% | +5.4% | -6.9% |
| 3Y | +73.4% | +203.1% | -129.6% | +67.9% |
| 5Y | +161.2% | -42.2% | +203.5% | +144.4% |
| All | +156.8% | -21.4% | +178.2% | +139.5% |
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