+351.3%
DAL vs PPL
+97.9%
+253.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | +2.7% | -2.5% | -1.5% |
| 30D | -13.9% | +0.5% | -14.4% | -14.2% |
| 3M | +1.1% | +0.7% | +0.4% | +0.4% |
| 6M | +26.2% | -7.6% | +33.8% | +31.5% |
| YTD | +16.4% | +1.8% | +14.6% | +13.8% |
| 1Y | +33.9% | -0.8% | +34.6% | +32.5% |
| 3Y | +93.4% | +56.9% | +36.5% | +40.6% |
| 5Y | +106.4% | +39.5% | +66.8% | +60.4% |
| 10Y | +143.0% | +55.4% | +87.6% | +72.1% |
| All | +351.3% | +97.9% | +253.4% | +143.4% |
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