+6.4%
AAL vs PCG
-19.4%
+25.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.3% |
| 7D | +8.3% | -1.1% | +9.3% | +8.4% |
| 30D | +11.0% | +0.1% | +10.9% | +11.0% |
| 3M | -11.2% | -24.4% | +13.3% | -7.5% |
| 6M | +6.1% | -17.7% | +23.7% | +8.9% |
| YTD | -7.6% | -17.4% | +9.8% | -4.0% |
| All | +6.4% | -19.4% | +25.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling