-32.2%
AAL vs PNC
+50.6%
-82.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.2% |
| 30D | -16.0% | -4.4% | -11.5% | -12.8% |
| 3M | -4.2% | +5.3% | -9.5% | -8.2% |
| 6M | +15.7% | +19.6% | -3.9% | -0.5% |
| YTD | -16.2% | +19.1% | -35.3% | -27.5% |
| 1Y | +0.2% | +24.3% | -24.1% | -16.5% |
| 3Y | -8.1% | +132.2% | -140.3% | -53.0% |
| 5Y | -32.2% | +52.3% | -84.5% | -49.5% |
| All | -32.2% | +50.6% | -82.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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