+4.8%
AFL vs PPG
-2.4%
+7.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | -0.2% |
| 7D | -3.3% | -5.1% | +1.9% | -3.1% |
| 30D | -5.0% | -9.6% | +4.6% | -4.7% |
| 3M | -1.8% | -6.4% | +4.7% | -1.5% |
| 6M | +4.8% | +0.5% | +4.3% | +4.1% |
| All | +4.8% | -2.4% | +7.2% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling