-40.8%
AAL vs PCOR
-19.6%
-21.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +4.6% | +22.7% | -18.1% | -3.5% |
| 30D | +2.6% | +37.5% | -34.9% | -9.3% |
| 3M | -17.8% | +35.2% | -53.0% | -27.6% |
| 6M | +1.9% | +42.2% | -40.4% | -13.1% |
| YTD | -14.0% | +3.6% | -17.6% | -18.6% |
| 1Y | +0.2% | -4.8% | +5.0% | -1.6% |
| 3Y | +13.0% | +48.3% | -35.3% | -11.1% |
| All | -40.8% | -19.6% | -21.1% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling