+381.8%
DAL vs PPL
+104.6%
+277.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.8% |
| 7D | +4.6% | +1.0% | +3.5% | +3.9% |
| 30D | +2.3% | +6.8% | -4.5% | -1.7% |
| 3M | -8.1% | +3.9% | -12.0% | -10.4% |
| 6M | +21.4% | -2.0% | +23.5% | +22.2% |
| YTD | +24.3% | +5.3% | +19.0% | +18.9% |
| 1Y | +47.4% | +2.2% | +45.2% | +43.3% |
| 3Y | +164.6% | +56.7% | +107.9% | +93.0% |
| 5Y | +100.2% | +49.1% | +51.2% | +49.4% |
| 10Y | +124.9% | +63.6% | +61.2% | +54.5% |
| All | +381.8% | +104.6% | +277.2% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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