+110.9%
DAL vs PCOR
-9.2%
+120.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +10.7% | +20.7% | -10.0% | +4.4% |
| 30D | +12.5% | +35.7% | -23.1% | +2.5% |
| 3M | +3.6% | +31.1% | -27.4% | -5.3% |
| 6M | +26.7% | +43.1% | -16.4% | +11.5% |
| YTD | +34.3% | +4.8% | +29.4% | +28.2% |
| 1Y | +59.1% | -3.7% | +62.8% | +56.3% |
| 3Y | +179.9% | +46.5% | +133.3% | +135.8% |
| 5Y | +119.1% | -17.3% | +136.4% | +90.0% |
| All | +110.9% | -9.2% | +120.2% | +80.7% |
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