+208.8%
PM vs AFL
+300.4%
-91.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.9% | -3.3% | +5.2% | +3.2% |
| 30D | +1.9% | -5.0% | +6.9% | +3.8% |
| 3M | +4.6% | -1.8% | +6.3% | +5.3% |
| 6M | +11.7% | +4.8% | +6.8% | +9.6% |
| YTD | +20.4% | +5.4% | +14.9% | +17.8% |
| 1Y | +19.0% | +9.0% | +10.0% | +14.9% |
| 3Y | +130.4% | +63.0% | +67.3% | +87.2% |
| 5Y | +131.5% | +134.5% | -3.0% | +60.5% |
| All | +208.8% | +300.4% | -91.6% | +80.6% |
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