-34.6%
AAL vs PCAR
+117.0%
-151.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | +10.1% | +3.5% | +6.6% | +7.2% |
| 30D | +10.6% | -2.3% | +12.9% | +12.8% |
| 3M | -5.9% | -19.3% | +13.4% | +12.0% |
| 6M | +5.7% | -7.1% | +12.8% | +11.3% |
| YTD | -8.0% | -2.8% | -5.2% | -7.7% |
| 1Y | +6.0% | +9.3% | -3.3% | -4.0% |
| 3Y | +19.6% | +33.5% | -13.9% | -13.4% |
| 5Y | -34.6% | +112.6% | -147.2% | -71.6% |
| All | -34.6% | +117.0% | -151.5% | -71.6% |
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 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