+134.5%
AFL vs PFGC
+105.5%
+29.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -3.3% | -4.8% | +1.6% | -2.1% |
| 30D | -5.0% | -17.2% | +12.2% | -0.7% |
| 3M | -1.8% | -6.3% | +4.6% | -0.4% |
| 6M | +4.8% | +8.8% | -4.0% | +2.2% |
| YTD | +5.4% | +4.9% | +0.5% | +3.2% |
| 1Y | +9.0% | -9.5% | +18.5% | +10.8% |
| 3Y | +63.0% | +59.6% | +3.4% | +40.7% |
| 5Y | +134.5% | +113.5% | +21.0% | +80.5% |
| All | +134.5% | +105.5% | +29.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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