+293.1%
AFL vs PFG
+247.4%
+45.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.7% |
| 7D | -3.3% | -3.0% | -0.3% | -1.6% |
| 30D | -5.0% | +2.5% | -7.5% | -6.5% |
| 3M | -1.8% | +6.1% | -7.8% | -5.4% |
| 6M | +4.8% | +31.3% | -26.4% | -11.2% |
| YTD | +5.4% | +33.6% | -28.1% | -12.0% |
| 1Y | +9.0% | +48.5% | -39.5% | -15.0% |
| 3Y | +63.0% | +69.6% | -6.6% | +14.5% |
| 5Y | +134.5% | +111.5% | +23.0% | +39.3% |
| All | +293.1% | +247.4% | +45.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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