+24.5%
PH vs AFL
+9.8%
+14.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -1.3% | -1.6% | +0.4% | -0.9% |
| 30D | -11.0% | -4.0% | -6.9% | -10.1% |
| 3M | +5.5% | -0.5% | +6.0% | +5.6% |
| 6M | +1.5% | +6.5% | -5.1% | -0.5% |
| YTD | +8.8% | +6.2% | +2.6% | +6.6% |
| 1Y | +24.5% | +8.3% | +16.2% | +22.7% |
| All | +24.5% | +9.8% | +14.7% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling