+77.0%
PR vs AFL
+13.5%
+63.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.9% |
| 7D | +6.7% | +0.2% | +6.5% | +6.8% |
| 30D | -6.1% | +8.6% | -14.8% | -5.3% |
| 3M | +6.9% | +5.3% | +1.5% | +7.2% |
| 6M | +14.6% | +10.0% | +4.6% | +15.3% |
| YTD | +66.1% | +16.5% | +49.6% | +67.8% |
| 1Y | +77.0% | +12.7% | +64.3% | +76.7% |
| All | +77.0% | +13.5% | +63.5% | +76.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling