+542.7%
PBR vs AFL
+133.8%
+408.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +5.4% | -1.6% | +7.0% | +5.9% |
| 30D | +22.9% | -4.0% | +26.9% | +24.3% |
| 3M | +19.6% | -0.5% | +20.1% | +19.5% |
| 6M | +16.5% | +6.5% | +10.0% | +13.6% |
| YTD | +86.7% | +6.2% | +80.5% | +81.7% |
| 1Y | +74.7% | +8.3% | +66.4% | +68.7% |
| 3Y | +102.6% | +62.5% | +40.0% | +62.3% |
| All | +542.7% | +133.8% | +408.9% | +291.5% |
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