+48.5%
PPL vs AFRM
-58.9%
+107.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.5% |
| 7D | +0.4% | -7.3% | +7.7% | +0.7% |
| 30D | +5.4% | -9.6% | +15.0% | +5.8% |
| 3M | +4.3% | -11.1% | +15.3% | +4.6% |
| 6M | -1.3% | +3.9% | -5.2% | -1.8% |
| YTD | +4.7% | -8.5% | +13.2% | +4.5% |
| 1Y | +1.3% | +3.3% | -2.0% | +0.4% |
| 3Y | +57.2% | +213.7% | -156.5% | +43.9% |
| All | +48.5% | -58.9% | +107.4% | +33.7% |
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 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