+112.2%
DAL vs PEG
+41.4%
+70.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | +1.4% | +2.3% | -0.9% | +0.3% |
| 30D | +9.1% | +6.1% | +2.9% | +6.1% |
| 3M | -3.5% | -0.5% | -3.0% | -3.4% |
| 6M | +23.4% | -3.2% | +26.5% | +24.9% |
| YTD | +26.0% | -4.4% | +30.5% | +27.6% |
| 1Y | +44.6% | -7.4% | +52.0% | +48.8% |
| 3Y | +162.7% | +33.9% | +128.8% | +122.0% |
| All | +112.2% | +41.4% | +70.8% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling