+340.7%
AFL vs PTC
+312.8%
+28.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.4% | +0.5% | +1.0% | +1.3% |
| 30D | +9.7% | +0.9% | +8.8% | +9.5% |
| 3M | +5.5% | +30.4% | -24.9% | -2.2% |
| 6M | +11.2% | +34.4% | -23.2% | +1.5% |
| YTD | +17.1% | +12.6% | +4.5% | +11.5% |
| 1Y | +14.0% | +10.2% | +3.9% | +9.2% |
| 3Y | +66.3% | +29.4% | +36.9% | +48.6% |
| 5Y | +152.7% | +63.7% | +88.9% | +106.3% |
| All | +340.7% | +312.8% | +28.0% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling