+421.3%
AFL vs PFGC
+419.1%
+2.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +0.6% | -2.2% | +2.8% | +1.2% |
| 30D | -6.2% | -11.9% | +5.8% | -2.9% |
| 3M | +2.2% | +5.0% | -2.8% | +0.6% |
| 6M | +5.3% | +8.6% | -3.3% | +2.3% |
| YTD | +8.0% | +9.7% | -1.7% | +4.0% |
| 1Y | +10.2% | -6.3% | +16.5% | +10.9% |
| 3Y | +67.1% | +58.2% | +8.9% | +42.7% |
| 5Y | +135.6% | +110.4% | +25.2% | +79.8% |
| 10Y | +299.4% | +272.8% | +26.6% | +155.7% |
| All | +421.3% | +419.1% | +2.2% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling