+2.1%
AAL vs PFG
+51.4%
-49.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +2.1% |
| 7D | -3.7% | +5.5% | -9.3% | -7.0% |
| 30D | -20.8% | +2.4% | -23.2% | -22.0% |
| 3M | -1.3% | +13.6% | -14.9% | -10.6% |
| 6M | +5.4% | +27.9% | -22.5% | -13.1% |
| YTD | -14.4% | +35.6% | -49.9% | -30.6% |
| 1Y | +2.1% | +48.5% | -46.4% | -20.3% |
| All | +2.1% | +51.4% | -49.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling