+61.8%
PCG vs AFL
+134.0%
-72.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +4.5% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | -15.1% | -7.1% | -8.0% | -12.0% |
| 3M | -9.8% | +0.4% | -10.2% | -10.2% |
| 6M | -18.0% | +4.5% | -22.5% | -20.1% |
| YTD | -7.2% | +6.1% | -13.3% | -10.4% |
| 1Y | +2.9% | +10.6% | -7.7% | -2.7% |
| 3Y | -11.1% | +64.0% | -75.1% | -32.8% |
| 5Y | +61.8% | +133.7% | -71.9% | -4.7% |
| All | +61.8% | +134.0% | -72.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling