+4.8%
AFL vs PNR
-38.2%
+43.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | -3.3% | -5.5% | +2.2% | -3.0% |
| 30D | -5.0% | -15.6% | +10.6% | -4.0% |
| 3M | -1.8% | -20.2% | +18.4% | -0.6% |
| 6M | +4.8% | -36.6% | +41.5% | +6.0% |
| All | +4.8% | -38.2% | +43.0% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling