+64.0%
AFL vs PTC
-8.0%
+72.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.9% |
| 7D | -0.7% | -12.8% | +12.1% | +1.2% |
| 30D | -7.1% | -9.8% | +2.7% | -5.9% |
| 3M | +0.4% | -2.1% | +2.5% | +0.2% |
| 6M | +4.5% | -18.1% | +22.6% | +7.4% |
| YTD | +6.1% | -23.5% | +29.6% | +10.2% |
| 1Y | +10.6% | -37.4% | +47.9% | +19.5% |
| 3Y | +64.0% | -7.2% | +71.2% | +50.3% |
| All | +64.0% | -8.0% | +72.0% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling