+118.1%
DAL vs PCAR
+306.0%
-187.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.8% | -3.2% |
| 7D | +4.6% | +2.2% | +2.4% | +3.0% |
| 30D | +2.3% | -4.4% | +6.7% | +5.8% |
| 3M | -8.1% | -21.4% | +13.3% | +10.2% |
| 6M | +21.4% | -7.3% | +28.8% | +27.6% |
| YTD | +24.3% | -3.8% | +28.1% | +25.6% |
| 1Y | +47.4% | +6.3% | +41.1% | +37.8% |
| 3Y | +164.6% | +34.4% | +130.2% | +101.2% |
| 5Y | +100.2% | +109.2% | -9.0% | +5.4% |
| All | +118.1% | +306.0% | -187.9% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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