-29.0%
AAL vs PPG
+495.6%
-524.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | +0.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.4% |
| 30D | -19.0% | -7.8% | -11.2% | -11.9% |
| 3M | -5.1% | -2.2% | -2.9% | -2.6% |
| 6M | +15.5% | +4.1% | +11.3% | +10.4% |
| YTD | -15.8% | +9.1% | -24.9% | -23.5% |
| 1Y | -0.3% | +1.0% | -1.3% | -2.7% |
| 3Y | -7.7% | -13.3% | +5.6% | +5.3% |
| 5Y | -32.5% | -19.2% | -13.3% | -19.4% |
| 10Y | -66.0% | +25.9% | -91.9% | -76.4% |
| All | -29.0% | +495.6% | -524.6% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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