+2,151.7%
PPL vs AFL
+19,983.6%
-17,831.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +5.4% | +10.0% | -4.6% | +3.3% |
| 3M | +4.3% | -1.6% | +5.8% | +4.6% |
| 6M | -1.3% | +10.5% | -11.9% | -3.5% |
| YTD | +4.7% | +14.3% | -9.6% | +1.5% |
| 1Y | +1.3% | +11.4% | -10.1% | -1.2% |
| 3Y | +57.2% | +62.4% | -5.2% | +40.6% |
| 5Y | +48.2% | +144.8% | -96.5% | +21.1% |
| 10Y | +62.7% | +356.2% | -293.4% | +15.9% |
| All | +2,151.7% | +19,983.6% | -17,831.9% | +826.2% |
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