+137.2%
AFL vs PCOR
-30.9%
+168.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | +0.6% | -9.0% | +9.6% | +1.2% |
| 30D | -6.2% | +4.2% | -10.3% | -6.5% |
| 3M | +2.2% | +14.4% | -12.2% | +1.0% |
| 6M | +5.3% | +0.2% | +5.1% | +4.6% |
| YTD | +8.0% | -20.3% | +28.2% | +8.8% |
| 1Y | +10.2% | -16.1% | +26.4% | +10.5% |
| 3Y | +67.1% | -14.7% | +81.8% | +65.5% |
| 5Y | +135.6% | -43.2% | +178.7% | +129.1% |
| All | +137.2% | -30.9% | +168.1% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling