-75.3%
PCG vs AFL
+297.3%
-372.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | +6.5% | -2.1% | +8.6% | +7.6% |
| 30D | -16.7% | -5.4% | -11.3% | -14.3% |
| 3M | -14.2% | -0.3% | -13.9% | -14.2% |
| 6M | -21.5% | +5.2% | -26.7% | -23.7% |
| YTD | -11.2% | +5.7% | -16.9% | -14.0% |
| 1Y | -4.2% | +10.2% | -14.4% | -9.3% |
| 3Y | -14.9% | +63.4% | -78.3% | -35.6% |
| 5Y | +54.2% | +133.0% | -78.8% | -4.8% |
| 10Y | -75.3% | +299.5% | -374.9% | -88.4% |
| All | -75.3% | +297.3% | -372.6% | -88.4% |
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