+122.8%
DAL vs PTC
+334.9%
-212.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +8.8% | -0.2% | +9.0% | +8.9% |
| 30D | +5.4% | +0.8% | +4.6% | +5.1% |
| 3M | -4.9% | +32.1% | -37.0% | -18.5% |
| 6M | +19.8% | +42.6% | -22.8% | -3.0% |
| YTD | +27.0% | +12.0% | +15.0% | +15.2% |
| 1Y | +52.5% | +12.2% | +40.3% | +38.2% |
| 3Y | +173.8% | +31.2% | +142.6% | +123.3% |
| 5Y | +104.5% | +54.9% | +49.7% | +50.6% |
| All | +122.8% | +334.9% | -212.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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