-65.1%
AAL vs PFG
+239.8%
-304.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -1.3% | +3.2% | -4.5% | -4.6% |
| 30D | -13.7% | +0.9% | -14.7% | -14.9% |
| 3M | -8.2% | +7.7% | -15.9% | -15.2% |
| 6M | +13.1% | +29.0% | -15.8% | -10.9% |
| YTD | -15.6% | +32.5% | -48.1% | -35.2% |
| 1Y | +1.4% | +47.3% | -45.9% | -29.7% |
| 3Y | -7.4% | +68.2% | -75.7% | -43.4% |
| 5Y | -35.9% | +108.5% | -144.4% | -68.6% |
| 10Y | -65.1% | +241.4% | -306.5% | -89.3% |
| All | -65.1% | +239.8% | -304.9% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling