-41.9%
AAL vs PEP
+1.2%
-43.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.2% |
| 7D | +1.2% | +6.7% | -5.5% | -1.0% |
| 30D | -0.5% | +13.5% | -14.1% | -4.8% |
| 3M | -22.0% | +3.9% | -25.9% | -23.1% |
| 6M | +4.5% | -6.0% | +10.5% | +6.6% |
| YTD | -15.7% | +2.5% | -18.1% | -17.2% |
| 1Y | -3.7% | +3.9% | -7.6% | -6.0% |
| 3Y | +7.9% | -4.7% | +12.6% | +6.7% |
| All | -41.9% | +1.2% | -43.1% | -48.8% |
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