-32.5%
AAL vs PFG
+110.7%
-143.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -0.5% |
| 7D | -0.3% | +6.0% | -6.3% | -5.5% |
| 30D | -19.0% | +2.2% | -21.2% | -20.9% |
| 3M | -5.1% | +10.4% | -15.4% | -13.8% |
| 6M | +15.5% | +27.8% | -12.3% | -7.4% |
| YTD | -15.8% | +33.6% | -49.4% | -35.0% |
| 1Y | -0.3% | +49.3% | -49.6% | -30.5% |
| 3Y | -7.7% | +69.7% | -77.4% | -42.6% |
| 5Y | -32.5% | +111.3% | -143.9% | -65.1% |
| All | -32.5% | +110.7% | -143.2% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling