+349.6%
PG vs AAL
-34.8%
+384.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.0% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -2.6% | -13.7% | +11.1% | -1.7% |
| 3M | -3.3% | -8.2% | +4.8% | -3.0% |
| 6M | -6.7% | +13.1% | -19.8% | -7.7% |
| YTD | +1.7% | -15.6% | +17.3% | +2.3% |
| 1Y | -7.9% | +1.4% | -9.3% | -8.6% |
| 3Y | +0.9% | -7.4% | +8.4% | -0.8% |
| 5Y | +12.6% | -35.9% | +48.6% | +11.8% |
| 10Y | +117.2% | -65.1% | +182.3% | +113.3% |
| All | +349.6% | -34.8% | +384.4% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling