-27.8%
AAL vs PFG
+374.1%
-402.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +2.2% |
| 7D | -3.7% | +5.5% | -9.3% | -7.4% |
| 30D | -20.8% | +2.4% | -23.2% | -22.3% |
| 3M | -1.3% | +13.6% | -14.9% | -10.0% |
| 6M | +5.4% | +27.9% | -22.5% | -10.9% |
| YTD | -14.4% | +35.6% | -49.9% | -30.2% |
| 1Y | +2.1% | +48.5% | -46.4% | -22.0% |
| 3Y | -10.6% | +66.9% | -77.4% | -36.2% |
| 5Y | -32.2% | +111.0% | -143.2% | -58.4% |
| 10Y | -62.7% | +244.5% | -307.2% | -82.7% |
| All | -27.8% | +374.1% | -402.0% | -80.3% |
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 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