-65.0%
AAL vs PFGC
+300.0%
-364.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -1.3% | -3.7% | +2.4% | +0.2% |
| 30D | -13.7% | -16.0% | +2.2% | -7.7% |
| 3M | -8.2% | -4.1% | -4.0% | -6.7% |
| 6M | +13.1% | +8.7% | +4.4% | +9.4% |
| YTD | -15.6% | +6.4% | -21.9% | -18.2% |
| 1Y | +1.4% | -8.4% | +9.8% | +4.1% |
| 3Y | -7.4% | +61.8% | -69.2% | -23.9% |
| 5Y | -35.9% | +108.7% | -144.6% | -51.8% |
| All | -65.0% | +300.0% | -364.9% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling