+13.0%
AAL vs PCG
-21.0%
+34.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | +2.9% | -2.0% | +4.9% | +3.5% |
| 30D | +6.5% | -2.7% | +9.2% | +7.3% |
| 3M | -10.9% | -25.1% | +14.2% | -4.4% |
| 6M | +4.9% | -22.3% | +27.2% | +11.0% |
| YTD | -13.2% | -18.5% | +5.3% | -9.8% |
| 1Y | -1.1% | -21.8% | +20.7% | +4.3% |
| All | +13.0% | -21.0% | +34.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling