+367.9%
PCAR vs AFL
+297.3%
+70.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.2% | -2.1% | +1.9% | +0.8% |
| 30D | -6.9% | -5.4% | -1.5% | -4.5% |
| 3M | +2.1% | -0.3% | +2.4% | +1.9% |
| 6M | +1.6% | +5.2% | -3.6% | -1.4% |
| YTD | +12.2% | +5.7% | +6.6% | +8.5% |
| 1Y | +28.0% | +10.2% | +17.8% | +21.2% |
| 3Y | +61.0% | +63.4% | -2.4% | +23.3% |
| 5Y | +163.9% | +133.0% | +30.9% | +68.4% |
| 10Y | +367.9% | +299.5% | +68.4% | +121.3% |
| All | +367.9% | +297.3% | +70.6% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling