+133.0%
AFL vs PTC
-0.9%
+133.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.2% |
| 7D | -2.1% | -13.6% | +11.4% | +0.3% |
| 30D | -5.4% | -14.7% | +9.2% | -3.0% |
| 3M | -0.3% | -5.9% | +5.6% | +0.2% |
| 6M | +5.2% | -21.1% | +26.3% | +9.1% |
| YTD | +5.7% | -26.0% | +31.7% | +10.7% |
| 1Y | +10.2% | -36.8% | +47.0% | +19.0% |
| 3Y | +63.4% | -10.3% | +73.7% | +60.5% |
| 5Y | +133.0% | +1.2% | +131.8% | +125.6% |
| All | +133.0% | -0.9% | +133.9% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling