+351.3%
DAL vs PPG
+365.2%
-13.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +1.4% |
| 30D | -13.9% | -5.0% | -9.0% | -10.2% |
| 3M | +1.1% | +1.1% | -0.1% | -0.1% |
| 6M | +26.2% | -3.2% | +29.4% | +28.4% |
| YTD | +16.4% | +11.9% | +4.6% | +4.4% |
| 1Y | +33.9% | +5.3% | +28.5% | +25.5% |
| 3Y | +93.4% | -15.0% | +108.4% | +116.8% |
| 5Y | +106.4% | -19.6% | +126.0% | +135.8% |
| 10Y | +143.0% | +27.0% | +115.9% | +79.2% |
| All | +351.3% | +365.2% | -13.9% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling