+135.0%
DAL vs PBR
+648.5%
-513.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +0.8% | +0.3% | +0.4% | +0.6% |
| 30D | -11.7% | +17.5% | -29.3% | -15.7% |
| 3M | -2.7% | +20.9% | -23.6% | -8.3% |
| 6M | +30.7% | +20.2% | +10.4% | +22.0% |
| YTD | +14.4% | +84.3% | -69.9% | -6.3% |
| 1Y | +31.2% | +77.1% | -45.9% | +8.3% |
| 3Y | +99.4% | +100.8% | -1.4% | +55.2% |
| 5Y | +98.6% | +556.1% | -457.6% | -0.3% |
| 10Y | +135.0% | +676.1% | -541.1% | -2.7% |
| All | +135.0% | +648.5% | -513.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling