-7.7%
AAL vs PFG
+71.3%
-79.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.5% |
| 7D | -0.3% | +6.0% | -6.3% | -5.6% |
| 30D | -19.0% | +2.2% | -21.2% | -20.9% |
| 3M | -5.1% | +10.4% | -15.4% | -14.0% |
| 6M | +15.5% | +27.8% | -12.3% | -8.2% |
| YTD | -15.8% | +33.6% | -49.4% | -35.6% |
| 1Y | -0.3% | +49.3% | -49.6% | -31.5% |
| 3Y | -7.7% | +69.7% | -77.4% | -44.8% |
| All | -7.7% | +71.3% | -79.0% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling