+3,344.9%
PEP vs AFL
+20,558.3%
-17,213.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.1% |
| 7D | +2.9% | +2.9% | 0.0% | +2.3% |
| 30D | +12.5% | +8.0% | +4.6% | +10.8% |
| 3M | +4.5% | +5.9% | -1.4% | +3.3% |
| 6M | -0.5% | +11.6% | -12.1% | -2.6% |
| YTD | +4.4% | +17.5% | -13.1% | +1.0% |
| 1Y | +4.4% | +13.3% | -8.9% | +1.7% |
| 3Y | -3.4% | +67.0% | -70.4% | -13.3% |
| 5Y | +5.2% | +150.6% | -145.5% | -13.4% |
| 10Y | +92.1% | +343.1% | -250.9% | +38.7% |
| All | +3,344.9% | +20,558.3% | -17,213.4% | +745.6% |
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