-68.6%
AAL vs PCAR
+288.5%
-357.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -0.1% | +4.9% | -5.0% | -4.1% |
| 30D | +11.7% | -1.4% | +13.1% | +13.3% |
| 3M | -12.5% | -18.1% | +5.6% | +4.0% |
| 6M | +3.6% | -4.0% | +7.6% | +6.4% |
| YTD | -14.1% | -1.5% | -12.6% | -14.7% |
| 1Y | +0.8% | +13.2% | -12.4% | -11.8% |
| 3Y | +11.8% | +35.8% | -24.0% | -19.7% |
| 5Y | -35.1% | +114.6% | -149.7% | -70.1% |
| All | -68.6% | +288.5% | -357.1% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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