+32.5%
PFE vs AFL
+300.4%
-267.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | -3.3% | -0.7% | -3.1% |
| 30D | +3.9% | -5.0% | +8.8% | +5.3% |
| 3M | +9.9% | -1.8% | +11.7% | +10.3% |
| 6M | +5.3% | +4.8% | +0.5% | +3.6% |
| YTD | +16.8% | +5.4% | +11.3% | +14.6% |
| 1Y | +20.4% | +9.0% | +11.4% | +17.0% |
| 3Y | -2.1% | +63.0% | -65.1% | -16.3% |
| 5Y | -21.0% | +134.5% | -155.5% | -40.1% |
| All | +32.5% | +300.4% | -267.9% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling