-65.4%
AAL vs PCAR
+326.7%
-392.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.8% | +4.2% |
| 7D | +8.3% | +2.9% | +5.3% | +5.8% |
| 30D | +11.0% | -2.1% | +13.1% | +13.2% |
| 3M | -11.2% | -20.4% | +9.2% | +8.2% |
| 6M | +6.1% | -7.0% | +13.0% | +11.9% |
| YTD | -7.6% | -2.6% | -5.0% | -7.3% |
| 1Y | +3.7% | +9.8% | -6.0% | -6.7% |
| 3Y | +20.5% | +37.3% | -16.7% | -14.2% |
| 5Y | -36.4% | +116.4% | -152.8% | -70.9% |
| 10Y | -65.4% | +293.0% | -358.4% | -89.7% |
| All | -65.4% | +326.7% | -392.1% | -89.7% |
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