+8.3%
AFL vs PNR
-47.6%
+55.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.6% | -6.0% | +4.4% | -1.4% |
| 30D | -4.0% | -14.0% | +9.9% | -3.4% |
| 3M | -0.5% | -21.7% | +21.2% | +0.5% |
| 6M | +6.5% | -37.3% | +43.8% | +7.7% |
| YTD | +6.2% | -45.1% | +51.3% | +7.6% |
| 1Y | +8.3% | -49.1% | +57.4% | +10.0% |
| All | +8.3% | -47.6% | +55.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling