+12,784.0%
PCAR vs AFL
+20,401.2%
-7,617.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +3.8% | +2.1% | +1.7% | +2.9% |
| 30D | -2.0% | +10.6% | -12.5% | -6.0% |
| 3M | -19.1% | +4.4% | -23.5% | -20.6% |
| 6M | -6.8% | +13.1% | -19.9% | -11.8% |
| YTD | -2.5% | +16.6% | -19.1% | -9.1% |
| 1Y | +9.7% | +13.8% | -4.2% | +3.2% |
| 3Y | +34.0% | +65.7% | -31.7% | +6.3% |
| 5Y | +113.3% | +153.1% | -39.8% | +41.5% |
| 10Y | +278.2% | +335.9% | -57.7% | +92.0% |
| All | +12,784.0% | +20,401.2% | -7,617.2% | +1,764.9% |
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