+15,068.3%
PCAR vs AFL
+18,874.7%
-3,806.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -6.2% | -6.2% | -0.1% | -3.8% |
| 3M | +5.9% | +2.2% | +3.7% | +4.6% |
| 6M | +0.4% | +5.3% | -4.9% | -2.2% |
| YTD | +14.8% | +8.0% | +6.9% | +10.6% |
| 1Y | +30.1% | +10.2% | +19.9% | +24.1% |
| 3Y | +66.7% | +67.1% | -0.4% | +31.8% |
| 5Y | +166.1% | +135.6% | +30.5% | +81.7% |
| 10Y | +353.7% | +299.4% | +54.3% | +138.9% |
| All | +15,068.3% | +18,874.7% | -3,806.3% | +2,167.5% |
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 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