-71.1%
AAL vs PENG
+762.7%
-833.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | -0.3% |
| 7D | -3.7% | +4.5% | -8.3% | -4.8% |
| 30D | -20.8% | -7.1% | -13.7% | -19.7% |
| 3M | -1.3% | -27.3% | +26.0% | +1.9% |
| 6M | +5.4% | +169.6% | -164.2% | -24.3% |
| YTD | -14.4% | +164.6% | -179.0% | -38.8% |
| 1Y | +2.1% | +109.5% | -107.4% | -23.2% |
| 3Y | -10.6% | +98.9% | -109.5% | -38.3% |
| 5Y | -32.2% | +116.3% | -148.5% | -55.7% |
| All | -71.1% | +762.7% | -833.7% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling