+420.5%
DAL vs PBR
+212.9%
+207.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +10.7% | -13.3% | +24.0% | +14.0% |
| 30D | +12.5% | -27.7% | +40.3% | +20.0% |
| 3M | +3.6% | +2.7% | +1.0% | +1.5% |
| 6M | +26.7% | -6.7% | +33.5% | +26.1% |
| YTD | +34.3% | +60.9% | -26.7% | +16.4% |
| 1Y | +59.1% | +46.6% | +12.5% | +40.7% |
| 3Y | +179.9% | +69.1% | +110.8% | +136.0% |
| 5Y | +119.1% | +469.6% | -350.5% | +32.9% |
| 10Y | +125.6% | +523.4% | -397.8% | +20.6% |
| All | +420.5% | +212.9% | +207.6% | +131.5% |
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