+66.5%
PPL vs AFL
+338.1%
-271.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.6% |
| 30D | +3.0% | +9.7% | -6.7% | -1.1% |
| 3M | +1.1% | +5.5% | -4.4% | -1.4% |
| 6M | -0.8% | +11.2% | -12.0% | -5.6% |
| YTD | +3.5% | +17.1% | -13.6% | -4.0% |
| 1Y | -0.9% | +14.0% | -14.9% | -7.0% |
| 3Y | +54.2% | +66.3% | -12.1% | +20.3% |
| 5Y | +46.3% | +152.7% | -106.4% | -7.6% |
| All | +66.5% | +338.1% | -271.5% | -16.0% |
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