+54.0%
PPL vs AFL
+294.8%
-240.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | -1.1% | -7.1% | +6.0% | +2.2% |
| 3M | 0.0% | +0.4% | -0.4% | -0.3% |
| 6M | -7.6% | +4.5% | -12.1% | -9.6% |
| YTD | +1.7% | +6.1% | -4.3% | -1.3% |
| 1Y | +1.5% | +10.6% | -9.0% | -3.3% |
| 3Y | +55.3% | +64.0% | -8.8% | +21.8% |
| 5Y | +37.7% | +133.7% | -96.0% | -9.8% |
| 10Y | +54.0% | +298.0% | -244.0% | -17.6% |
| All | +54.0% | +294.8% | -240.8% | -17.6% |
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