+23.4%
DAL vs PEG
-1.6%
+25.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.5% |
| 3M | -3.5% | -0.5% | -3.0% | -3.2% |
| 6M | +23.4% | -3.2% | +26.5% | +24.2% |
| All | +23.4% | -1.6% | +25.0% | +24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling