+105.7%
PCG vs AFL
+18,874.7%
-18,768.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -13.9% | +0.6% | -14.4% | -14.0% |
| 30D | -16.9% | -6.2% | -10.7% | -15.7% |
| 3M | -14.7% | +2.2% | -16.9% | -15.1% |
| 6M | -23.8% | +5.3% | -29.1% | -24.7% |
| YTD | -10.5% | +8.0% | -18.5% | -12.1% |
| 1Y | -5.1% | +10.2% | -15.3% | -7.2% |
| 3Y | -11.6% | +67.1% | -78.7% | -21.3% |
| 5Y | +59.0% | +135.6% | -76.6% | +31.4% |
| 10Y | -75.7% | +299.4% | -375.1% | -82.1% |
| All | +105.7% | +18,874.7% | -18,768.9% | -14.8% |
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