+3,159.9%
PEP vs AFL
+18,874.7%
-15,714.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | -6.2% | +6.4% | +1.5% |
| 3M | -1.1% | +2.2% | -3.3% | -1.6% |
| 6M | -13.5% | +5.3% | -18.8% | -14.4% |
| YTD | -1.2% | +8.0% | -9.1% | -2.8% |
| 1Y | -1.6% | +10.2% | -11.8% | -3.6% |
| 3Y | -12.5% | +67.1% | -79.6% | -21.6% |
| 5Y | +3.0% | +135.6% | -132.6% | -14.1% |
| 10Y | +73.9% | +299.4% | -225.4% | +28.0% |
| All | +3,159.9% | +18,874.7% | -15,714.7% | +713.6% |
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 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