-68.8%
AAL vs PENG
+661.7%
-730.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.3% | -1.8% | +5.3% |
| 7D | +8.3% | -3.8% | +12.0% | +7.9% |
| 30D | +11.0% | -40.1% | +51.1% | +22.4% |
| 3M | -11.2% | -21.8% | +10.6% | -9.2% |
| 6M | +6.1% | +3.3% | +2.7% | -4.6% |
| YTD | -7.6% | +133.6% | -141.3% | -34.2% |
| 1Y | +3.7% | +110.7% | -107.0% | -24.4% |
| 3Y | +20.5% | +204.3% | -183.8% | -25.2% |
| 5Y | -36.4% | +54.4% | -90.8% | -56.2% |
| All | -68.8% | +661.7% | -730.5% | -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