+33.9%
DAL vs PPG
+5.2%
+28.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.8% |
| 7D | +0.1% | -1.5% | +1.6% | +1.1% |
| 30D | -13.9% | -5.0% | -9.0% | -11.1% |
| 3M | +1.1% | +1.1% | -0.1% | +0.3% |
| 6M | +26.2% | -3.2% | +29.4% | +27.3% |
| YTD | +16.4% | +11.9% | +4.6% | +10.2% |
| 1Y | +33.9% | +5.3% | +28.5% | +25.2% |
| All | +33.9% | +5.2% | +28.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling