+1.4%
AAL vs PFGC
-8.5%
+10.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -1.3% | -3.7% | +2.4% | +0.4% |
| 30D | -13.7% | -16.0% | +2.2% | -6.8% |
| 3M | -8.2% | -4.1% | -4.0% | -6.7% |
| 6M | +13.1% | +8.7% | +4.4% | +8.9% |
| YTD | -15.6% | +6.4% | -21.9% | -19.0% |
| 1Y | +1.4% | -8.4% | +9.8% | +4.5% |
| All | +1.4% | -8.5% | +10.0% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling