-65.2%
AAL vs PFGC
+294.6%
-359.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -0.9% | -4.8% | +3.9% | +1.0% |
| 30D | -16.0% | -17.2% | +1.2% | -9.5% |
| 3M | -4.2% | -6.3% | +2.1% | -1.8% |
| 6M | +15.7% | +8.8% | +6.8% | +11.8% |
| YTD | -16.2% | +4.9% | -21.1% | -18.4% |
| 1Y | +0.2% | -9.5% | +9.7% | +3.4% |
| 3Y | -8.1% | +59.6% | -67.7% | -24.0% |
| 5Y | -32.2% | +113.5% | -145.7% | -49.3% |
| All | -65.2% | +294.6% | -359.8% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling