+295.8%
AFL vs PNR
+66.2%
+229.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.6% | -6.0% | +4.4% | +1.0% |
| 30D | -4.0% | -14.0% | +9.9% | +2.3% |
| 3M | -0.5% | -21.7% | +21.2% | +9.3% |
| 6M | +6.5% | -37.3% | +43.8% | +28.4% |
| YTD | +6.2% | -45.1% | +51.3% | +35.1% |
| 1Y | +8.3% | -49.1% | +57.4% | +42.5% |
| 3Y | +62.5% | -14.8% | +77.4% | +58.1% |
| 5Y | +136.2% | -21.0% | +157.2% | +133.8% |
| All | +295.8% | +66.2% | +229.7% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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