-27.8%
AAL vs PEGA
+2,766.1%
-2,793.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -3.7% | +3.3% | -7.0% | -4.9% |
| 30D | -20.8% | +17.7% | -38.6% | -25.6% |
| 3M | -1.3% | +5.8% | -7.1% | -4.6% |
| 6M | +5.4% | -20.3% | +25.6% | +11.7% |
| YTD | -14.4% | -37.1% | +22.8% | -2.6% |
| 1Y | +2.1% | -30.2% | +32.3% | +10.6% |
| 3Y | -10.6% | +48.1% | -58.7% | -32.4% |
| 5Y | -32.2% | -46.8% | +14.6% | -29.4% |
| 10Y | -62.7% | +191.3% | -254.0% | -81.2% |
| All | -27.8% | +2,766.1% | -2,793.9% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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