-40.8%
AAL vs PENG
+42.1%
-82.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | -1.0% |
| 7D | +4.6% | -19.4% | +24.1% | +8.5% |
| 30D | +2.6% | -42.4% | +45.0% | +14.4% |
| 3M | -17.8% | -25.6% | +7.9% | -15.0% |
| 6M | +1.9% | +7.3% | -5.4% | -12.2% |
| YTD | -14.0% | +113.9% | -127.9% | -41.3% |
| 1Y | +0.2% | +93.6% | -93.3% | -29.7% |
| 3Y | +13.0% | +170.2% | -157.2% | -36.0% |
| All | -40.8% | +42.1% | -82.9% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling