-32.8%
AAL vs PTC
+6.0%
-38.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.3% | +4.2% |
| 7D | -3.7% | -10.3% | +6.5% | +1.3% |
| 30D | -20.8% | +1.1% | -21.9% | -22.0% |
| 3M | -1.3% | +1.6% | -2.9% | -4.2% |
| 6M | +5.4% | -13.5% | +18.8% | +11.3% |
| YTD | -14.4% | -19.1% | +4.7% | -6.3% |
| 1Y | +2.1% | -33.9% | +36.0% | +25.7% |
| 3Y | -10.6% | -3.9% | -6.7% | -17.4% |
| All | -32.8% | +6.0% | -38.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling