+315.0%
PBF vs AFL
+552.0%
-237.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | +6.5% | +2.9% | +3.6% | +3.5% |
| 30D | -20.0% | +8.0% | -27.9% | -26.0% |
| 3M | -3.3% | +5.9% | -9.2% | -9.3% |
| 6M | +76.8% | +11.6% | +65.2% | +56.3% |
| YTD | +168.9% | +17.5% | +151.4% | +123.0% |
| 1Y | +96.4% | +13.3% | +83.1% | +68.9% |
| 3Y | +77.2% | +67.0% | +10.2% | -4.8% |
| 5Y | +417.7% | +150.6% | +267.1% | +71.1% |
| 10Y | +264.7% | +343.1% | -78.3% | -22.3% |
| All | +315.0% | +552.0% | -237.0% | -30.9% |
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