+122.8%
DAL vs PCAR
+296.2%
-173.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +4.0% |
| 7D | +8.8% | +0.1% | +8.7% | +8.8% |
| 30D | +5.4% | -4.6% | +10.0% | +9.1% |
| 3M | -4.9% | -22.6% | +17.6% | +15.1% |
| 6M | +19.8% | -12.0% | +31.8% | +30.8% |
| YTD | +27.0% | -6.1% | +33.1% | +30.6% |
| 1Y | +52.5% | +6.3% | +46.1% | +42.4% |
| 3Y | +173.8% | +31.8% | +142.1% | +111.2% |
| 5Y | +104.5% | +104.2% | +0.4% | +9.6% |
| All | +122.8% | +296.2% | -173.4% | -16.4% |
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