-21.3%
PFE vs AFL
+133.9%
-155.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | +3.8% | -7.1% | +11.0% | +5.9% |
| 3M | +10.4% | +0.4% | +9.9% | +10.0% |
| 6M | +6.3% | +4.5% | +1.7% | +4.7% |
| YTD | +17.4% | +6.1% | +11.3% | +15.0% |
| 1Y | +21.1% | +10.6% | +10.6% | +17.3% |
| 3Y | -1.6% | +64.0% | -65.6% | -15.0% |
| All | -21.3% | +133.9% | -155.2% | -35.6% |
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 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