-68.9%
AAL vs PENG
+644.0%
-712.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.2% |
| 7D | +10.1% | -16.1% | +26.1% | +13.5% |
| 30D | +10.6% | -41.5% | +52.1% | +22.6% |
| 3M | -5.9% | -19.1% | +13.2% | -4.6% |
| 6M | +5.7% | +0.9% | +4.8% | -4.4% |
| YTD | -8.0% | +128.2% | -136.2% | -34.1% |
| 1Y | +6.0% | +98.6% | -92.6% | -21.5% |
| 3Y | +19.6% | +188.2% | -168.6% | -24.8% |
| 5Y | -34.6% | +55.5% | -90.1% | -55.1% |
| All | -68.9% | +644.0% | -712.9% | -84.7% |
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