-23.1%
PFE vs AFL
+154.2%
-177.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | +5.2% | +9.7% | -4.5% | +2.7% |
| 3M | +12.2% | +5.5% | +6.7% | +10.5% |
| 6M | +17.8% | +11.2% | +6.6% | +14.2% |
| YTD | +26.2% | +17.1% | +9.1% | +20.5% |
| 1Y | +23.2% | +14.0% | +9.1% | +18.5% |
| 3Y | +21.3% | +66.3% | -45.0% | +4.7% |
| 5Y | -23.1% | +152.7% | -175.8% | -33.3% |
| All | -23.1% | +154.2% | -177.3% | -33.3% |
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