-40.8%
AAL vs PCAR
+101.4%
-142.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +2.6% | -4.6% | +7.1% | +6.5% |
| 3M | -17.8% | -22.6% | +4.8% | +1.1% |
| 6M | +1.9% | -12.0% | +13.8% | +11.9% |
| YTD | -14.0% | -6.1% | -7.9% | -11.4% |
| 1Y | +0.2% | +6.3% | -6.1% | -7.3% |
| 3Y | +13.0% | +31.8% | -18.8% | -17.4% |
| All | -40.8% | +101.4% | -142.2% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling