+133.7%
AFL vs PNR
-21.7%
+155.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.6% | -6.0% | +4.4% | -0.2% |
| 30D | -4.0% | -14.0% | +9.9% | -0.6% |
| 3M | -0.5% | -21.7% | +21.2% | +4.8% |
| 6M | +6.5% | -37.3% | +43.8% | +18.2% |
| YTD | +6.2% | -45.1% | +51.3% | +21.7% |
| 1Y | +8.3% | -49.1% | +57.4% | +26.7% |
| 3Y | +62.5% | -14.8% | +77.4% | +59.8% |
| All | +133.7% | -21.7% | +155.4% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling