+3,942.5%
PNC vs AFL
+18,474.8%
-14,532.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.7% | -2.1% | +1.4% | +0.4% |
| 30D | -4.4% | -5.4% | +1.0% | -1.6% |
| 3M | +4.5% | -0.3% | +4.7% | +4.4% |
| 6M | +19.1% | +5.2% | +13.9% | +15.6% |
| YTD | +18.0% | +5.7% | +12.3% | +14.2% |
| 1Y | +24.1% | +10.2% | +13.8% | +17.3% |
| 3Y | +130.0% | +63.4% | +66.6% | +75.5% |
| 5Y | +50.4% | +133.0% | -82.6% | -3.9% |
| 10Y | +271.3% | +299.5% | -28.2% | +81.0% |
| All | +3,942.5% | +18,474.8% | -14,532.3% | +476.2% |
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