+72.9%
PBR vs AFL
+18.6%
+54.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.0% | -8.0% | -6.9% |
| 7D | -11.0% | +2.9% | -13.9% | -10.9% |
| 30D | -18.8% | +11.5% | -30.3% | -18.7% |
| 3M | +7.8% | +0.6% | +7.2% | +7.6% |
| 6M | -7.6% | +11.7% | -19.3% | -7.1% |
| YTD | +72.7% | +15.4% | +57.3% | +73.4% |
| 1Y | +72.9% | +17.6% | +55.4% | +73.8% |
| All | +72.9% | +18.6% | +54.4% | +73.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling