+20.5%
AAL vs PCOR
+43.2%
-22.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.9% |
| 7D | +8.3% | +22.2% | -13.9% | +0.7% |
| 30D | +11.0% | +36.0% | -25.1% | -0.6% |
| 3M | -11.2% | +34.0% | -45.2% | -20.7% |
| 6M | +6.1% | +43.5% | -37.4% | -8.6% |
| YTD | -7.6% | +5.1% | -12.7% | -10.7% |
| 1Y | +3.7% | -3.9% | +7.7% | +4.7% |
| 3Y | +20.5% | +52.9% | -32.4% | -2.8% |
| All | +20.5% | +43.2% | -22.7% | -2.8% |
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