+59.1%
PPL vs AFRM
-23.4%
+82.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +1.0% |
| 7D | +1.0% | -6.9% | +8.0% | +1.2% |
| 30D | +6.8% | -7.0% | +13.8% | +7.0% |
| 3M | +3.9% | -11.2% | +15.1% | +4.1% |
| 6M | -2.0% | +4.3% | -6.3% | -2.4% |
| YTD | +5.3% | -6.4% | +11.7% | +5.0% |
| 1Y | +2.2% | -2.6% | +4.8% | +1.7% |
| 3Y | +56.7% | +210.6% | -153.8% | +46.6% |
| 5Y | +49.1% | -57.6% | +106.7% | +35.9% |
| All | +59.1% | -23.4% | +82.5% | +44.5% |
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 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