-22.5%
AAL vs PFG
+366.1%
-388.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | +3.4% | -2.2% | +5.7% | +5.1% |
| 30D | +11.7% | +6.4% | +5.4% | +7.6% |
| 3M | -7.8% | +2.2% | -10.0% | -9.3% |
| 6M | +10.2% | +16.3% | -6.0% | -0.8% |
| YTD | -8.0% | +33.2% | -41.3% | -24.1% |
| 1Y | +8.5% | +40.6% | -32.1% | -13.6% |
| 3Y | +19.5% | +83.3% | -63.9% | -19.7% |
| 5Y | -33.9% | +97.7% | -131.6% | -57.5% |
| 10Y | -66.0% | +189.9% | -255.9% | -82.5% |
| All | -22.5% | +366.1% | -388.6% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling