-66.0%
AAL vs PTC
+204.7%
-270.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +1.3% |
| 7D | -0.3% | -12.8% | +12.5% | +6.9% |
| 30D | -19.0% | -9.8% | -9.2% | -15.0% |
| 3M | -5.1% | -2.1% | -3.0% | -6.5% |
| 6M | +15.5% | -18.1% | +33.6% | +25.0% |
| YTD | -15.8% | -23.5% | +7.7% | -5.7% |
| 1Y | -0.3% | -37.4% | +37.0% | +25.0% |
| 3Y | -7.7% | -7.2% | -0.4% | -10.9% |
| 5Y | -32.5% | +2.7% | -35.2% | -39.8% |
| 10Y | -66.0% | +203.4% | -269.4% | -84.6% |
| All | -66.0% | +204.7% | -270.7% | -84.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling