+135.0%
DAL vs PPG
+23.8%
+111.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +1.6% |
| 7D | +0.8% | -3.7% | +4.5% | +3.8% |
| 30D | -11.7% | -7.2% | -4.5% | -6.3% |
| 3M | -2.7% | -7.3% | +4.6% | +3.0% |
| 6M | +30.7% | +0.3% | +30.4% | +29.2% |
| YTD | +14.4% | +6.5% | +7.8% | +7.2% |
| 1Y | +31.2% | +0.5% | +30.7% | +28.2% |
| 3Y | +99.4% | -15.3% | +114.7% | +122.5% |
| 5Y | +98.6% | -22.9% | +121.4% | +132.8% |
| 10Y | +135.0% | +28.4% | +106.6% | +77.4% |
| All | +135.0% | +23.8% | +111.2% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling