-70.7%
AAL vs PENG
+735.0%
-805.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.0% |
| 7D | +2.9% | +34.6% | -31.7% | -4.2% |
| 30D | +6.5% | -35.9% | +42.4% | +15.5% |
| 3M | -10.9% | -14.7% | +3.8% | -10.8% |
| 6M | +4.9% | +13.5% | -8.6% | -7.9% |
| YTD | -13.2% | +156.1% | -169.3% | -39.6% |
| 1Y | -1.1% | +141.3% | -142.4% | -30.3% |
| 3Y | +12.8% | +223.4% | -210.6% | -31.0% |
| 5Y | -34.4% | +67.4% | -101.8% | -55.8% |
| All | -70.7% | +735.0% | -805.7% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling