-27.8%
AAL vs PCAR
+1,144.6%
-1,172.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| 3M | -1.3% | +5.9% | -7.2% | -6.3% |
| 6M | +5.4% | +0.4% | +5.0% | +4.1% |
| YTD | -14.4% | +14.8% | -29.2% | -24.9% |
| 1Y | +2.1% | +30.1% | -28.0% | -19.8% |
| 3Y | -10.6% | +66.7% | -77.2% | -44.0% |
| 5Y | -32.2% | +166.1% | -198.3% | -71.8% |
| 10Y | -62.7% | +353.7% | -416.4% | -90.1% |
| All | -27.8% | +1,144.6% | -1,172.5% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling