+3.2%
PEP vs AFL
+133.0%
-129.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | +0.3% | -5.4% | +5.7% | +1.7% |
| 3M | -3.2% | -0.3% | -3.0% | -3.2% |
| 6M | -13.6% | +5.2% | -18.8% | -14.8% |
| YTD | -1.9% | +5.7% | -7.5% | -3.4% |
| 1Y | -0.6% | +10.2% | -10.8% | -3.4% |
| 3Y | -13.6% | +63.4% | -77.0% | -25.3% |
| 5Y | +3.2% | +133.0% | -129.8% | -20.3% |
| All | +3.2% | +133.0% | -129.8% | -20.3% |
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