-27.8%
AAL vs PTC
+745.7%
-773.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.0% | +7.3% | +4.9% |
| 7D | -3.7% | -10.3% | +6.5% | +2.6% |
| 30D | -20.8% | +1.1% | -21.9% | -22.2% |
| 3M | -1.3% | +1.6% | -2.9% | -5.1% |
| 6M | +5.4% | -13.5% | +18.8% | +11.0% |
| YTD | -14.4% | -19.1% | +4.7% | -6.5% |
| 1Y | +2.1% | -33.9% | +36.0% | +26.2% |
| 3Y | -10.6% | -3.9% | -6.7% | -15.4% |
| 5Y | -32.2% | +6.0% | -38.3% | -41.2% |
| 10Y | -62.7% | +223.7% | -286.4% | -86.3% |
| All | -27.8% | +745.7% | -773.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling