+695.9%
PH vs AFL
+339.8%
+356.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | +4.3% | +2.9% | +1.5% | +2.3% |
| 30D | +0.1% | +8.0% | -7.8% | -5.5% |
| 3M | -9.4% | +5.9% | -15.3% | -13.4% |
| 6M | +8.8% | +11.6% | -2.9% | -0.5% |
| YTD | +9.6% | +17.5% | -7.9% | -3.9% |
| 1Y | +14.4% | +13.3% | +1.2% | +3.0% |
| 3Y | +134.5% | +67.0% | +67.5% | +51.7% |
| 5Y | +204.4% | +150.6% | +53.8% | +41.0% |
| All | +695.9% | +339.8% | +356.1% | +146.0% |
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