+17.6%
AFL vs PCOR
+4.0%
+13.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +19.7% | -18.7% | +0.3% |
| 7D | +2.9% | +21.8% | -18.9% | +2.1% |
| 30D | +11.5% | +39.5% | -28.0% | +10.1% |
| 3M | +0.6% | +35.2% | -34.6% | -0.7% |
| 6M | +11.7% | +21.7% | -10.0% | +10.1% |
| YTD | +15.4% | +3.9% | +11.5% | +15.5% |
| 1Y | +17.6% | +6.9% | +10.6% | +16.6% |
| All | +17.6% | +4.0% | +13.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling