-32.8%
AAL vs PH
+254.3%
-287.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -3.7% | -3.1% | -0.7% | -1.2% |
| 30D | -20.8% | -3.2% | -17.6% | -19.2% |
| 3M | -1.3% | +10.6% | -11.9% | -10.1% |
| 6M | +5.4% | -2.1% | +7.5% | +6.0% |
| YTD | -14.4% | +10.2% | -24.5% | -22.3% |
| 1Y | +2.1% | +28.2% | -26.1% | -19.2% |
| 3Y | -10.6% | +134.9% | -145.4% | -58.7% |
| All | -32.8% | +254.3% | -287.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling