+133.0%
AFL vs PFG
+109.8%
+23.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -2.1% | +3.2% | -5.3% | -3.8% |
| 30D | -5.4% | +0.9% | -6.4% | -6.0% |
| 3M | -0.3% | +7.7% | -8.0% | -4.1% |
| 6M | +5.2% | +29.0% | -23.7% | -7.9% |
| YTD | +5.7% | +32.5% | -26.8% | -9.0% |
| 1Y | +10.2% | +47.3% | -37.1% | -10.6% |
| 3Y | +63.4% | +68.2% | -4.8% | +21.0% |
| 5Y | +133.0% | +108.5% | +24.5% | +45.2% |
| All | +133.0% | +109.8% | +23.2% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling