+3,280.0%
PFE vs AFL
+18,874.7%
-15,594.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +10.2% | -6.2% | +16.4% | +11.9% |
| 3M | +12.7% | +2.2% | +10.5% | +11.9% |
| 6M | +10.5% | +5.3% | +5.3% | +8.9% |
| YTD | +20.2% | +8.0% | +12.2% | +17.5% |
| 1Y | +24.1% | +10.2% | +13.8% | +20.6% |
| 3Y | -3.6% | +67.1% | -70.6% | -16.4% |
| 5Y | -20.9% | +135.6% | -156.5% | -37.7% |
| 10Y | +35.8% | +299.4% | -263.5% | -9.8% |
| All | +3,280.0% | +18,874.7% | -15,594.7% | +577.9% |
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