+8.5%
AAL vs PCOR
-1.9%
+10.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.3% |
| 7D | +3.4% | +2.5% | +0.9% | +3.0% |
| 30D | +11.7% | +37.9% | -26.2% | +6.1% |
| 3M | -7.8% | +32.0% | -39.8% | -12.0% |
| 6M | +10.2% | +54.7% | -44.5% | +2.0% |
| YTD | -8.0% | +6.6% | -14.6% | -4.2% |
| 1Y | +8.5% | -1.7% | +10.2% | +19.7% |
| All | +8.5% | -1.9% | +10.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling