-19.4%
PCG vs AFL
+66.2%
-85.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -0.5% | +2.1% | -2.5% | -1.3% |
| 30D | +0.8% | +10.6% | -9.8% | -3.3% |
| 3M | -22.0% | +4.4% | -26.4% | -23.5% |
| 6M | -17.1% | +13.1% | -30.2% | -21.4% |
| YTD | -16.9% | +16.6% | -33.5% | -22.4% |
| 1Y | -19.1% | +13.8% | -32.9% | -23.7% |
| 3Y | -19.4% | +65.7% | -85.1% | -32.6% |
| All | -19.4% | +66.2% | -85.6% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling