+1,641.2%
PBR vs AFL
+1,316.6%
+324.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +0.3% | -2.1% | +2.5% | +1.4% |
| 30D | +17.5% | -5.4% | +23.0% | +20.8% |
| 3M | +20.9% | -0.3% | +21.1% | +20.6% |
| 6M | +20.2% | +5.2% | +15.0% | +16.4% |
| YTD | +84.3% | +5.7% | +78.6% | +77.2% |
| 1Y | +77.1% | +10.2% | +66.9% | +66.2% |
| 3Y | +100.8% | +63.4% | +37.4% | +49.0% |
| 5Y | +556.1% | +133.0% | +423.1% | +295.8% |
| 10Y | +676.1% | +299.5% | +376.5% | +265.5% |
| All | +1,641.2% | +1,316.6% | +324.6% | +434.0% |
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