-65.5%
AAL vs PCAR
+292.6%
-358.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | +10.1% | +3.8% | +6.2% | +6.7% |
| 30D | +10.6% | -2.0% | +12.5% | +12.7% |
| 3M | -5.9% | -19.1% | +13.1% | +13.0% |
| 6M | +5.7% | -6.8% | +12.5% | +11.4% |
| YTD | -8.0% | -2.5% | -5.5% | -7.8% |
| 1Y | +6.0% | +9.7% | -3.6% | -4.5% |
| 3Y | +19.6% | +34.0% | -14.4% | -13.0% |
| 5Y | -34.6% | +113.3% | -147.9% | -69.7% |
| 10Y | -65.5% | +278.2% | -343.7% | -89.8% |
| All | -65.5% | +292.6% | -358.1% | -89.8% |
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