-35.2%
AAL vs PENG
+56.5%
-91.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.2% |
| 7D | -0.1% | +13.2% | -13.3% | -3.1% |
| 30D | +11.7% | -29.9% | +41.6% | +18.9% |
| 3M | -12.5% | -22.2% | +9.7% | -10.6% |
| 6M | +3.6% | -1.9% | +5.5% | -7.2% |
| YTD | -14.1% | +142.1% | -156.2% | -43.2% |
| 1Y | +0.8% | +151.5% | -150.7% | -34.4% |
| 3Y | +11.8% | +206.9% | -195.1% | -38.8% |
| All | -35.2% | +56.5% | -91.7% | -60.4% |
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