+13.4%
PG vs AAL
-32.1%
+45.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | +0.8% | -12.9% | +13.7% | +1.4% |
| 3M | -1.3% | -11.2% | +9.9% | -0.9% |
| 6M | -3.8% | +17.8% | -21.7% | -4.6% |
| YTD | +3.6% | -15.1% | +18.8% | +3.9% |
| 1Y | -5.7% | +0.5% | -6.2% | -6.3% |
| 3Y | +1.6% | -7.7% | +9.3% | +0.2% |
| All | +13.4% | -32.1% | +45.5% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling