-65.4%
AAL vs PTC
+222.5%
-287.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.3% | +4.5% |
| 7D | -3.7% | -10.3% | +6.5% | +1.8% |
| 30D | -20.8% | +1.1% | -21.9% | -22.0% |
| 3M | -1.3% | +1.6% | -2.9% | -4.6% |
| 6M | +5.4% | -13.5% | +18.8% | +10.8% |
| YTD | -14.4% | -19.1% | +4.7% | -6.9% |
| 1Y | +2.1% | -33.9% | +36.0% | +24.5% |
| 3Y | -10.6% | -3.9% | -6.7% | -15.1% |
| 5Y | -32.2% | +6.0% | -38.3% | -40.5% |
| All | -65.4% | +222.5% | -287.9% | -84.8% |
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