-32.8%
AAL vs PEP
+3.4%
-36.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -3.7% | -1.4% | -2.3% | -3.3% |
| 30D | -20.8% | +0.2% | -21.0% | -20.9% |
| 3M | -1.3% | -1.1% | -0.2% | -1.1% |
| 6M | +5.4% | -13.5% | +18.9% | +10.4% |
| YTD | -14.4% | -1.2% | -13.2% | -14.8% |
| 1Y | +2.1% | -1.6% | +3.7% | +1.4% |
| 3Y | -10.6% | -12.5% | +2.0% | -8.3% |
| All | -32.8% | +3.4% | -36.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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