-5.3%
PG vs AAL
-2.5%
-2.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.4% |
| 7D | +1.9% | -3.7% | +5.6% | +2.1% |
| 30D | -0.2% | -20.8% | +20.6% | +1.1% |
| 3M | +4.8% | -1.3% | +6.1% | +4.7% |
| 6M | -6.1% | +5.4% | -11.5% | -6.9% |
| YTD | +4.5% | -14.4% | +18.8% | +2.4% |
| 1Y | -5.3% | +2.1% | -7.4% | -6.7% |
| All | -5.3% | -2.5% | -2.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling