+111.4%
DAL vs PEG
+43.5%
+68.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -1.0% |
| 7D | -1.1% | +4.5% | -5.6% | -3.1% |
| 30D | +12.8% | +7.5% | +5.3% | +9.1% |
| 3M | -5.3% | +0.8% | -6.1% | -5.8% |
| 6M | +22.4% | 0.0% | +22.3% | +22.1% |
| YTD | +25.6% | -3.0% | +28.7% | +26.3% |
| 1Y | +45.5% | -4.7% | +50.3% | +47.6% |
| 3Y | +161.0% | +36.5% | +124.5% | +118.6% |
| All | +111.4% | +43.5% | +68.0% | +71.3% |
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 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