+287.1%
PCAR vs AFL
+339.8%
-52.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +4.9% | +2.9% | +2.1% | +3.6% |
| 30D | -1.4% | +8.0% | -9.4% | -4.9% |
| 3M | -18.1% | +5.9% | -24.0% | -20.4% |
| 6M | -4.0% | +11.6% | -15.6% | -9.2% |
| YTD | -1.5% | +17.5% | -19.0% | -9.3% |
| 1Y | +13.2% | +13.3% | -0.1% | +6.0% |
| 3Y | +35.8% | +67.0% | -31.2% | +3.5% |
| 5Y | +114.6% | +150.6% | -36.0% | +32.9% |
| All | +287.1% | +339.8% | -52.7% | +83.8% |
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 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