+13.0%
AAL vs PTC
+32.2%
-19.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +4.6% | -0.2% | +4.8% | +4.7% |
| 30D | +2.6% | +0.8% | +1.8% | +2.4% |
| 3M | -17.8% | +32.1% | -49.9% | -24.6% |
| 6M | +1.9% | +42.6% | -40.8% | -10.9% |
| YTD | -14.0% | +12.0% | -26.0% | -15.0% |
| 1Y | +0.2% | +12.2% | -11.9% | -1.1% |
| 3Y | +13.0% | +31.2% | -18.2% | -18.6% |
| All | +13.0% | +32.2% | -19.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling