+180.3%
DAL vs PCOR
+44.3%
+136.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +19.7% | -12.5% | +1.0% |
| 7D | +11.1% | +21.8% | -10.8% | +4.1% |
| 30D | +7.7% | +39.5% | -31.8% | -3.3% |
| 3M | -3.5% | +35.2% | -38.8% | -13.4% |
| 6M | +31.3% | +21.7% | +9.6% | +21.1% |
| YTD | +30.0% | +3.9% | +26.0% | +27.0% |
| 1Y | +62.1% | +6.9% | +55.1% | +55.4% |
| All | +180.3% | +44.3% | +136.0% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling