+95.3%
DAL vs PCOR
-10.0%
+105.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +4.6% | +23.7% | -19.1% | -2.1% |
| 30D | +2.3% | +39.0% | -36.7% | -7.5% |
| 3M | -8.1% | +35.8% | -43.8% | -17.0% |
| 6M | +21.4% | +38.2% | -16.8% | +7.9% |
| YTD | +24.3% | +3.9% | +20.4% | +19.0% |
| 1Y | +47.4% | +5.7% | +41.7% | +39.8% |
| 3Y | +164.6% | +44.8% | +119.8% | +123.5% |
| 5Y | +100.2% | -19.8% | +120.0% | +74.1% |
| All | +95.3% | -10.0% | +105.3% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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