+39.4%
PPL vs AFRM
-23.1%
+62.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | +2.7% | -7.0% | +9.6% | +2.9% |
| 30D | +0.5% | -7.8% | +8.3% | +0.7% |
| 3M | +0.7% | +5.3% | -4.7% | +0.3% |
| 6M | -7.6% | +42.6% | -50.2% | -9.0% |
| YTD | +1.8% | -2.8% | +4.6% | +1.5% |
| 1Y | -0.8% | -19.3% | +18.6% | -0.6% |
| 3Y | +56.9% | +231.0% | -174.1% | +44.5% |
| All | +39.4% | -23.1% | +62.5% | +25.1% |
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