+10.9%
AAL vs PCOR
+44.3%
-33.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +1.2% | +23.7% | -22.5% | -6.3% |
| 30D | -0.5% | +39.0% | -39.5% | -11.6% |
| 3M | -22.0% | +35.8% | -57.8% | -30.7% |
| 6M | +4.5% | +38.2% | -33.7% | -8.7% |
| YTD | -15.7% | +3.9% | -19.6% | -18.2% |
| 1Y | -3.7% | +5.7% | -9.3% | -7.9% |
| All | +10.9% | +44.3% | -33.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling