+106.3%
DAL vs PPG
-18.4%
+124.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | +0.5% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -13.6% | -7.8% | -5.8% | -7.9% |
| 3M | +1.2% | -2.2% | +3.4% | +2.8% |
| 6M | +34.5% | +4.1% | +30.3% | +29.1% |
| YTD | +14.7% | +9.1% | +5.6% | +5.6% |
| 1Y | +29.2% | +1.0% | +28.3% | +26.0% |
| 3Y | +100.0% | -13.3% | +113.2% | +116.2% |
| 5Y | +106.3% | -19.2% | +125.5% | +124.1% |
| All | +106.3% | -18.4% | +124.7% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling