-36.4%
AAL vs PCOR
-14.6%
-21.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.9% |
| 7D | +8.3% | +22.2% | -13.9% | +0.1% |
| 30D | +11.0% | +36.0% | -25.1% | -1.4% |
| 3M | -11.2% | +34.0% | -45.2% | -21.4% |
| 6M | +6.1% | +43.5% | -37.4% | -9.8% |
| YTD | -7.6% | +5.1% | -12.7% | -13.0% |
| 1Y | +3.7% | -3.9% | +7.7% | +1.6% |
| 3Y | +20.5% | +52.9% | -32.4% | -6.2% |
| 5Y | -36.4% | -18.7% | -17.7% | -41.1% |
| All | -36.4% | -14.6% | -21.8% | -41.1% |
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 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