-65.4%
AAL vs PTC
+326.2%
-391.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.2% |
| 7D | +8.3% | +0.8% | +7.5% | +7.9% |
| 30D | +11.0% | +0.7% | +10.2% | +10.6% |
| 3M | -11.2% | +32.6% | -43.8% | -26.0% |
| 6M | +6.1% | +33.6% | -27.5% | -13.7% |
| YTD | -7.6% | +12.4% | -20.1% | -17.8% |
| 1Y | +3.7% | +11.2% | -7.5% | -7.2% |
| 3Y | +20.5% | +31.7% | -11.2% | -5.6% |
| 5Y | -36.4% | +60.1% | -96.5% | -56.2% |
| 10Y | -65.4% | +317.2% | -382.6% | -86.7% |
| All | -65.4% | +326.2% | -391.6% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling