+299.5%
AFL vs PTC
+196.2%
+103.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.5% |
| 7D | -2.1% | -13.6% | +11.4% | +1.4% |
| 30D | -5.4% | -14.7% | +9.2% | -1.9% |
| 3M | -0.3% | -5.9% | +5.6% | +0.3% |
| 6M | +5.2% | -21.1% | +26.3% | +10.5% |
| YTD | +5.7% | -26.0% | +31.7% | +12.6% |
| 1Y | +10.2% | -36.8% | +47.0% | +22.2% |
| 3Y | +63.4% | -10.3% | +73.7% | +60.9% |
| 5Y | +133.0% | +1.2% | +131.8% | +116.8% |
| 10Y | +299.5% | +198.3% | +101.2% | +148.6% |
| All | +299.5% | +196.2% | +103.4% | +148.6% |
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