+60.1%
DAL vs PDD
+210.2%
-150.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +0.1% | -4.1% | +4.2% | +0.6% |
| 30D | -13.9% | -9.6% | -4.3% | -13.1% |
| 3M | +1.1% | -4.3% | +5.4% | +1.4% |
| 6M | +26.2% | -18.8% | +45.0% | +28.6% |
| YTD | +16.4% | -27.5% | +43.9% | +20.0% |
| 1Y | +33.9% | -33.6% | +67.5% | +39.1% |
| 3Y | +93.4% | -20.4% | +113.8% | +92.6% |
| 5Y | +106.4% | -19.6% | +125.9% | +89.2% |
| All | +60.1% | +210.2% | -150.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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