+0.5%
AAL vs PNR
-47.6%
+48.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | -6.0% | +5.1% | +2.1% |
| 30D | -12.9% | -14.0% | +1.1% | -6.3% |
| 3M | -11.2% | -21.7% | +10.5% | -1.5% |
| 6M | +17.8% | -37.3% | +55.1% | +43.3% |
| YTD | -15.1% | -45.1% | +30.0% | +6.9% |
| 1Y | +0.5% | -49.1% | +49.6% | +34.0% |
| All | +0.5% | -47.6% | +48.0% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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