+2.1%
AAL vs PTC
-33.3%
+35.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.3% | +2.0% |
| 7D | -3.7% | -10.3% | +6.5% | -2.4% |
| 30D | -20.8% | +1.1% | -21.9% | -21.2% |
| 3M | -1.3% | +1.6% | -2.9% | -2.7% |
| 6M | +5.4% | -13.5% | +18.8% | +10.0% |
| YTD | -14.4% | -19.1% | +4.7% | -7.4% |
| 1Y | +2.1% | -33.9% | +36.0% | +25.3% |
| All | +2.1% | -33.3% | +35.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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