-66.0%
AAL vs PCG
-76.4%
+10.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +3.4% | -2.2% | +5.7% | +3.8% |
| 30D | +11.7% | -0.5% | +12.2% | +11.8% |
| 3M | -7.8% | -24.0% | +16.2% | -4.9% |
| 6M | +10.2% | -18.6% | +28.9% | +12.6% |
| YTD | -8.0% | -17.7% | +9.6% | -6.2% |
| 1Y | +8.5% | -20.0% | +28.5% | +11.0% |
| 3Y | +19.5% | -20.2% | +39.7% | +21.7% |
| 5Y | -33.9% | +8.4% | -42.3% | -35.1% |
| 10Y | -66.0% | -76.4% | +10.4% | -65.7% |
| All | -66.0% | -76.4% | +10.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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