+173.8%
DAL vs PEG
+25.9%
+147.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.4% |
| 7D | +8.8% | -2.3% | +11.1% | +9.8% |
| 30D | +5.4% | +1.2% | +4.2% | +4.9% |
| 3M | -4.9% | -2.4% | -2.6% | -4.1% |
| 6M | +19.8% | -6.9% | +26.7% | +23.2% |
| YTD | +27.0% | -7.2% | +34.2% | +29.9% |
| 1Y | +52.5% | -8.9% | +61.3% | +57.3% |
| 3Y | +173.8% | +27.1% | +146.7% | +152.3% |
| All | +173.8% | +25.9% | +147.9% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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