+168.1%
DAL vs PCAR
+34.2%
+133.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.8% | -3.2% |
| 7D | +4.6% | +2.2% | +2.4% | +3.2% |
| 30D | +2.3% | -4.4% | +6.7% | +5.5% |
| 3M | -8.1% | -21.4% | +13.3% | +8.7% |
| 6M | +21.4% | -7.3% | +28.8% | +27.0% |
| YTD | +24.3% | -3.8% | +28.1% | +24.9% |
| 1Y | +47.4% | +6.3% | +41.1% | +37.2% |
| All | +168.1% | +34.2% | +133.8% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling