+344.9%
PBF vs AFL
+488.4%
-143.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +5.0% |
| 7D | +2.4% | -0.7% | +3.1% | +3.0% |
| 30D | +24.9% | -7.1% | +32.0% | +33.6% |
| 3M | +81.9% | +0.4% | +81.4% | +79.9% |
| 6M | +79.4% | +4.5% | +74.8% | +69.1% |
| YTD | +188.3% | +6.1% | +182.2% | +165.8% |
| 1Y | +177.3% | +10.6% | +166.7% | +143.6% |
| 3Y | +56.0% | +64.0% | -8.0% | -15.4% |
| 5Y | +804.0% | +133.7% | +670.3% | +221.7% |
| 10Y | +334.1% | +298.0% | +36.1% | +3.0% |
| All | +344.9% | +488.4% | -143.5% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling