-63.1%
AAL vs PCAR
+355.9%
-419.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.3% |
| 30D | -20.8% | -6.2% | -14.6% | -16.2% |
| 3M | -1.3% | +5.9% | -7.2% | -6.5% |
| 6M | +5.4% | +0.4% | +5.0% | +4.0% |
| YTD | -14.4% | +14.8% | -29.2% | -25.4% |
| 1Y | +2.1% | +30.1% | -28.0% | -20.8% |
| 3Y | -10.6% | +66.7% | -77.2% | -46.1% |
| 5Y | -32.2% | +166.1% | -198.3% | -74.0% |
| All | -63.1% | +355.9% | -419.0% | -90.6% |
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