+133.7%
AFL vs PPG
-24.1%
+157.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.6% | -6.2% | +4.6% | +0.2% |
| 30D | -4.0% | -7.9% | +3.9% | -1.8% |
| 3M | -0.5% | -10.2% | +9.7% | +2.2% |
| 6M | +6.5% | +2.7% | +3.9% | +4.2% |
| YTD | +6.2% | +4.9% | +1.3% | +2.6% |
| 1Y | +8.3% | -3.2% | +11.5% | +7.4% |
| 3Y | +62.5% | -17.0% | +79.5% | +67.3% |
| All | +133.7% | -24.1% | +157.8% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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