+118.4%
DAL vs PPG
-13.2%
+131.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +2.3% | -1.2% | +3.6% | +3.4% |
| 30D | +14.3% | +21.2% | -6.9% | -1.9% |
| 3M | +1.3% | +8.2% | -6.9% | -5.0% |
| 6M | +29.3% | +17.2% | +12.1% | +13.7% |
| YTD | +33.0% | +25.0% | +8.0% | +9.6% |
| 1Y | +59.8% | +33.5% | +26.3% | +24.8% |
| 3Y | +177.2% | +4.2% | +173.0% | +159.3% |
| 5Y | +118.4% | -12.7% | +131.0% | +119.3% |
| All | +118.4% | -13.2% | +131.6% | +119.3% |
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