-41.7%
AAL vs PCOR
-10.3%
-31.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +4.6% | +22.7% | -18.1% | -3.0% |
| 30D | +2.6% | +37.5% | -34.9% | -8.6% |
| 3M | -17.8% | +35.2% | -53.0% | -26.9% |
| 6M | +1.9% | +42.2% | -40.4% | -12.1% |
| YTD | -14.0% | +3.6% | -17.6% | -18.3% |
| 1Y | +0.2% | -4.8% | +5.0% | -1.6% |
| 3Y | +13.0% | +48.3% | -35.3% | -8.7% |
| 5Y | -39.6% | -20.1% | -19.5% | -48.9% |
| All | -41.7% | -10.3% | -31.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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