+105.8%
DAL vs PCAR
+168.1%
-62.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.5% |
| 30D | -13.9% | -6.2% | -7.7% | -9.8% |
| 3M | +1.1% | +5.9% | -4.8% | -3.5% |
| 6M | +26.2% | +0.4% | +25.8% | +24.7% |
| YTD | +16.4% | +14.8% | +1.6% | +3.5% |
| 1Y | +33.9% | +30.1% | +3.7% | +7.9% |
| 3Y | +93.4% | +66.7% | +26.7% | +25.2% |
| All | +105.8% | +168.1% | -62.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling