+392.2%
DAL vs PBR
+217.1%
+175.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.5% |
| 7D | +8.8% | -16.0% | +24.8% | +12.8% |
| 30D | +5.4% | -22.8% | +28.2% | +10.7% |
| 3M | -4.9% | +3.0% | -7.9% | -6.9% |
| 6M | +19.8% | -8.1% | +27.9% | +19.7% |
| YTD | +27.0% | +63.1% | -36.2% | +9.8% |
| 1Y | +52.5% | +59.3% | -6.8% | +32.2% |
| 3Y | +173.8% | +66.1% | +107.7% | +131.8% |
| 5Y | +104.5% | +495.8% | -391.3% | +22.7% |
| 10Y | +129.7% | +514.7% | -384.9% | +22.9% |
| All | +392.2% | +217.1% | +175.1% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling