-32.8%
AAL vs PENG
+115.2%
-148.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | -0.4% |
| 7D | -3.7% | +4.5% | -8.3% | -4.8% |
| 30D | -20.8% | -7.1% | -13.7% | -19.6% |
| 3M | -1.3% | -27.3% | +26.0% | +2.0% |
| 6M | +5.4% | +169.6% | -164.2% | -27.8% |
| YTD | -14.4% | +164.6% | -179.0% | -41.7% |
| 1Y | +2.1% | +109.5% | -107.4% | -26.3% |
| 3Y | -10.6% | +98.9% | -109.5% | -42.0% |
| All | -32.8% | +115.2% | -148.0% | -53.7% |
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 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