+403.7%
DAL vs PCAR
+416.6%
-12.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.0% | +3.1% | +4.4% |
| 7D | +11.1% | +3.7% | +7.4% | +8.5% |
| 30D | +7.7% | -2.9% | +10.6% | +9.9% |
| 3M | -3.5% | -21.7% | +18.2% | +13.9% |
| 6M | +31.3% | -6.6% | +38.0% | +36.7% |
| YTD | +30.0% | -2.2% | +32.2% | +30.2% |
| 1Y | +62.1% | +12.2% | +49.8% | +47.7% |
| 3Y | +176.6% | +36.5% | +140.1% | +117.8% |
| 5Y | +126.2% | +113.5% | +12.6% | +30.5% |
| 10Y | +135.1% | +319.4% | -184.3% | -14.2% |
| All | +403.7% | +416.6% | -12.8% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling