+105.8%
DAL vs PR
+433.6%
-327.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | -13.9% | +18.0% | -32.0% | -17.1% |
| 3M | +1.1% | +16.9% | -15.8% | -3.0% |
| 6M | +26.2% | +28.2% | -2.0% | +17.3% |
| YTD | +16.4% | +69.3% | -52.9% | +0.5% |
| 1Y | +33.9% | +69.5% | -35.7% | +14.9% |
| 3Y | +93.4% | +81.7% | +11.7% | +59.6% |
| All | +105.8% | +433.6% | -327.8% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling