+160.8%
PM vs AFL
+152.6%
+8.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -7.1% | +1.4% | -8.5% | -7.6% |
| 30D | -2.8% | +9.7% | -12.5% | -5.9% |
| 3M | +6.3% | +5.5% | +0.8% | +4.3% |
| 6M | +9.6% | +11.2% | -1.6% | +5.7% |
| YTD | +25.6% | +17.1% | +8.5% | +18.9% |
| 1Y | +29.7% | +14.0% | +15.6% | +23.8% |
| 3Y | +147.6% | +66.3% | +81.3% | +104.5% |
| All | +160.8% | +152.6% | +8.2% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling