+144.8%
AFL vs PENG
+42.1%
+102.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -2.1% |
| 7D | +0.1% | -19.4% | +19.6% | +0.6% |
| 30D | +10.0% | -42.4% | +52.4% | +11.7% |
| 3M | -1.6% | -25.6% | +24.1% | -1.2% |
| 6M | +10.5% | +7.3% | +3.2% | +7.0% |
| YTD | +14.3% | +113.9% | -99.6% | +5.2% |
| 1Y | +11.4% | +93.6% | -82.2% | +3.1% |
| 3Y | +62.4% | +170.2% | -107.8% | +40.6% |
| All | +144.8% | +42.1% | +102.7% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling