+13.0%
AAL vs PCG
-21.6%
+34.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.4% |
| 7D | +4.6% | -1.6% | +6.2% | +5.1% |
| 30D | +2.6% | +1.4% | +1.2% | +2.2% |
| 3M | -17.8% | -23.4% | +5.6% | -12.6% |
| 6M | +1.9% | -19.4% | +21.2% | +6.4% |
| YTD | -14.0% | -18.5% | +4.5% | -10.7% |
| 1Y | +0.2% | -19.5% | +19.8% | +4.5% |
| 3Y | +13.0% | -21.0% | +34.0% | +9.4% |
| All | +13.0% | -21.6% | +34.6% | +9.4% |
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