+326.3%
AFL vs PENG
+720.8%
-394.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -0.5% |
| 7D | +1.4% | +1.9% | -0.4% | +0.8% |
| 30D | +9.7% | -37.8% | +47.5% | +13.4% |
| 3M | +5.5% | -14.1% | +19.6% | +5.3% |
| 6M | +11.2% | +13.1% | -1.9% | +5.0% |
| YTD | +17.1% | +151.8% | -134.7% | -0.3% |
| 1Y | +14.0% | +136.0% | -121.9% | -2.4% |
| 3Y | +66.3% | +217.9% | -151.7% | +30.2% |
| 5Y | +152.7% | +64.1% | +88.6% | +106.0% |
| All | +326.3% | +720.8% | -394.5% | +195.0% |
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