+802.0%
PBF vs AFL
+131.0%
+671.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | +2.3% | -3.3% | +5.6% | +4.2% |
| 30D | +11.6% | -5.0% | +16.5% | +14.7% |
| 3M | +81.7% | -1.8% | +83.5% | +82.7% |
| 6M | +96.4% | +4.8% | +91.6% | +89.4% |
| YTD | +189.5% | +5.4% | +184.0% | +177.2% |
| 1Y | +180.7% | +9.0% | +171.8% | +162.7% |
| 3Y | +56.6% | +63.0% | -6.4% | +4.9% |
| 5Y | +802.0% | +134.5% | +667.5% | +282.1% |
| All | +802.0% | +131.0% | +671.0% | +282.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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