-42.8%
AAL vs PCOR
-10.0%
-32.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | +1.2% | +23.7% | -22.5% | -6.4% |
| 30D | -0.5% | +39.0% | -39.5% | -11.7% |
| 3M | -22.0% | +35.8% | -57.8% | -30.8% |
| 6M | +4.5% | +38.2% | -33.7% | -9.0% |
| YTD | -15.7% | +3.9% | -19.6% | -19.9% |
| 1Y | -3.7% | +5.7% | -9.3% | -9.6% |
| 3Y | +7.9% | +44.8% | -36.8% | -12.0% |
| 5Y | -40.7% | -19.8% | -21.0% | -50.0% |
| All | -42.8% | -10.0% | -32.8% | -52.0% |
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