+116.1%
PG vs AFL
+303.3%
-187.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | +0.8% | -4.0% | +4.9% | +1.8% |
| 3M | -1.3% | -0.5% | -0.8% | -1.3% |
| 6M | -3.8% | +6.5% | -10.3% | -5.4% |
| YTD | +3.6% | +6.2% | -2.6% | +1.9% |
| 1Y | -5.7% | +8.3% | -14.0% | -7.8% |
| 3Y | +1.6% | +62.5% | -61.0% | -10.4% |
| 5Y | +14.6% | +136.2% | -121.6% | -8.2% |
| All | +116.1% | +303.3% | -187.1% | +62.2% |
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