+122.8%
DAL vs PR
+66.0%
+56.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +1.9% |
| 7D | +8.8% | -16.4% | +25.2% | +11.2% |
| 30D | +5.4% | -1.9% | +7.3% | +5.4% |
| 3M | -4.9% | +8.0% | -12.9% | -6.4% |
| 6M | +19.8% | +4.1% | +15.7% | +18.0% |
| YTD | +27.0% | +58.7% | -31.7% | +17.3% |
| 1Y | +52.5% | +75.8% | -23.4% | +38.7% |
| 3Y | +173.8% | +73.2% | +100.7% | +148.0% |
| 5Y | +104.5% | +230.1% | -125.6% | +65.6% |
| All | +122.8% | +66.0% | +56.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling