-76.4%
PCG vs AFL
+340.0%
-416.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -2.2% | +1.4% | -3.7% | -3.0% |
| 30D | -0.5% | +9.7% | -10.1% | -5.2% |
| 3M | -24.0% | +5.5% | -29.5% | -26.2% |
| 6M | -18.6% | +11.2% | -29.8% | -23.3% |
| YTD | -17.7% | +17.1% | -34.7% | -24.6% |
| 1Y | -20.0% | +14.0% | -34.0% | -25.7% |
| 3Y | -20.2% | +66.3% | -86.5% | -40.3% |
| 5Y | +8.4% | +152.7% | -144.3% | -36.1% |
| 10Y | -76.4% | +341.3% | -417.7% | -89.9% |
| All | -76.4% | +340.0% | -416.4% | -89.9% |
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 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