+23,761.0%
PH vs AFL
+18,874.6%
+4,886.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | -3.2% | -6.2% | +2.9% | -0.9% |
| 3M | +10.6% | +2.2% | +8.4% | +9.4% |
| 6M | -2.1% | +5.3% | -7.4% | -4.3% |
| YTD | +10.2% | +8.0% | +2.2% | +6.6% |
| 1Y | +28.2% | +10.2% | +18.0% | +22.9% |
| 3Y | +134.9% | +67.1% | +67.8% | +90.0% |
| 5Y | +253.6% | +135.6% | +118.0% | +151.9% |
| 10Y | +804.7% | +299.4% | +505.4% | +442.8% |
| All | +23,761.0% | +18,874.6% | +4,886.4% | +6,013.1% |
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