-41.9%
AAL vs PCOR
-30.9%
-11.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.7% |
| 7D | -3.7% | -9.0% | +5.2% | -0.6% |
| 30D | -20.8% | +4.2% | -25.0% | -22.3% |
| 3M | -1.3% | +14.4% | -15.7% | -7.0% |
| 6M | +5.4% | +0.2% | +5.2% | +2.0% |
| YTD | -14.4% | -20.3% | +5.9% | -10.2% |
| 1Y | +2.1% | -16.1% | +18.2% | +4.3% |
| 3Y | -10.6% | -14.7% | +4.2% | -12.4% |
| 5Y | -32.2% | -43.2% | +10.9% | -36.7% |
| All | -41.9% | -30.9% | -11.0% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling