-27.6%
AAL vs PCAR
+917.9%
-945.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +4.0% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +2.6% | -4.6% | +7.1% | +6.6% |
| 3M | -17.8% | -22.6% | +4.8% | +1.8% |
| 6M | +1.9% | -12.0% | +13.8% | +12.3% |
| YTD | -14.0% | -6.1% | -7.9% | -10.9% |
| 1Y | +0.2% | +6.3% | -6.1% | -6.6% |
| 3Y | +13.0% | +31.8% | -18.8% | -13.8% |
| 5Y | -39.6% | +104.2% | -143.8% | -68.4% |
| 10Y | -65.7% | +302.9% | -368.6% | -89.9% |
| All | -27.6% | +917.9% | -945.4% | -90.5% |
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 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