-61.9%
AAL vs PFGC
+485.3%
-547.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.4% | +1.5% | +2.0% | +2.9% |
| 30D | +11.7% | +17.4% | -5.7% | +4.9% |
| 3M | -7.8% | -2.4% | -5.4% | -7.2% |
| 6M | +10.2% | +18.2% | -8.0% | +3.1% |
| YTD | -8.0% | +23.7% | -31.7% | -16.0% |
| 1Y | +8.5% | +15.0% | -6.4% | +1.9% |
| 3Y | +19.5% | +82.3% | -62.8% | -5.7% |
| 5Y | -33.9% | +131.9% | -165.8% | -52.0% |
| 10Y | -66.0% | +353.0% | -419.0% | -77.0% |
| All | -61.9% | +485.3% | -547.2% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling