+392.2%
DAL vs PEG
+239.2%
+153.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | +8.8% | -2.3% | +11.1% | +10.2% |
| 30D | +5.4% | +1.2% | +4.2% | +4.7% |
| 3M | -4.9% | -2.4% | -2.6% | -3.8% |
| 6M | +19.8% | -6.9% | +26.7% | +24.2% |
| YTD | +27.0% | -7.2% | +34.2% | +31.1% |
| 1Y | +52.5% | -8.9% | +61.3% | +58.9% |
| 3Y | +173.8% | +27.1% | +146.7% | +132.8% |
| 5Y | +104.5% | +33.8% | +70.8% | +66.4% |
| 10Y | +129.7% | +150.2% | -20.4% | +31.0% |
| All | +392.2% | +239.2% | +153.1% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling