+82.9%
DAL vs PCOR
-30.9%
+113.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +3.1% |
| 7D | +0.1% | -9.0% | +9.1% | +2.9% |
| 30D | -13.9% | +4.2% | -18.1% | -15.4% |
| 3M | +1.1% | +14.4% | -13.3% | -4.0% |
| 6M | +26.2% | +0.2% | +26.1% | +22.8% |
| YTD | +16.4% | -20.3% | +36.7% | +21.3% |
| 1Y | +33.9% | -16.1% | +50.0% | +36.4% |
| 3Y | +93.4% | -14.7% | +108.1% | +90.3% |
| 5Y | +106.4% | -43.2% | +149.5% | +96.0% |
| All | +82.9% | -30.9% | +113.8% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling