+8.5%
AAL vs PCG
-20.1%
+28.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.2% |
| 6M | +10.2% | -18.6% | +28.9% | +13.5% |
| YTD | -8.0% | -17.7% | +9.6% | -4.3% |
| 1Y | +8.5% | -20.0% | +28.5% | +15.3% |
| All | +8.5% | -20.1% | +28.6% | +15.3% |
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