-71.5%
AAL vs PENG
+520.3%
-591.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -23.0% | +17.9% | +0.2% |
| 7D | +1.2% | -36.7% | +37.9% | +10.9% |
| 30D | -0.5% | -42.0% | +41.5% | +10.2% |
| 3M | -22.0% | -33.2% | +11.2% | -17.3% |
| 6M | +4.5% | +2.1% | +2.4% | -6.4% |
| YTD | -15.7% | +90.3% | -105.9% | -36.9% |
| 1Y | -3.7% | +67.7% | -71.3% | -25.8% |
| 3Y | +7.9% | +154.2% | -146.3% | -30.2% |
| 5Y | -40.7% | +28.3% | -69.0% | -57.4% |
| All | -71.5% | +520.3% | -591.8% | -85.3% |
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