-22.5%
AAL vs PFG
+371.3%
-393.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +10.1% | +3.0% | +7.1% | +8.2% |
| 30D | +10.6% | +8.2% | +2.4% | +5.4% |
| 3M | -5.9% | +2.7% | -8.6% | -7.8% |
| 6M | +5.7% | +17.2% | -11.5% | -5.4% |
| YTD | -8.0% | +34.8% | -42.7% | -24.6% |
| 1Y | +6.0% | +43.6% | -37.6% | -16.8% |
| 3Y | +19.6% | +85.4% | -65.9% | -20.3% |
| 5Y | -34.6% | +102.2% | -136.8% | -58.6% |
| 10Y | -65.5% | +190.2% | -255.7% | -82.3% |
| All | -22.5% | +371.3% | -393.8% | -78.7% |
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