+58.1%
PPL vs AFRM
+210.7%
-152.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +0.9% |
| 7D | +1.0% | -6.9% | +8.0% | +1.1% |
| 30D | +6.8% | -7.0% | +13.8% | +6.9% |
| 3M | +3.9% | -11.2% | +15.1% | +4.0% |
| 6M | -2.0% | +4.3% | -6.3% | -2.2% |
| YTD | +5.3% | -6.4% | +11.7% | +5.2% |
| 1Y | +2.2% | -2.6% | +4.8% | +2.0% |
| All | +58.1% | +210.7% | -152.6% | +52.3% |
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