+286.2%
AFL vs PENG
+755.0%
-468.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -0.7% | +7.8% | -8.5% | -1.5% |
| 30D | -7.1% | -12.2% | +5.1% | -6.1% |
| 3M | +0.4% | -20.6% | +21.1% | +0.9% |
| 6M | +4.5% | +180.9% | -176.4% | -10.4% |
| YTD | +6.1% | +162.3% | -156.2% | -8.7% |
| 1Y | +10.6% | +107.3% | -96.7% | -2.7% |
| 3Y | +64.0% | +110.8% | -46.7% | +35.2% |
| 5Y | +133.7% | +117.8% | +15.9% | +84.9% |
| All | +286.2% | +755.0% | -468.8% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling