+121.4%
DAL vs PTC
+317.3%
-195.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +14.3% | +0.9% | +13.4% | +13.9% |
| 3M | +1.3% | +30.4% | -29.1% | -12.6% |
| 6M | +29.3% | +34.4% | -5.1% | +8.1% |
| YTD | +33.0% | +12.6% | +20.4% | +20.4% |
| 1Y | +59.8% | +10.2% | +49.7% | +46.3% |
| 3Y | +177.2% | +29.4% | +147.8% | +127.7% |
| 5Y | +118.4% | +63.7% | +54.6% | +56.6% |
| 10Y | +121.4% | +316.9% | -195.5% | -6.5% |
| All | +121.4% | +317.3% | -195.9% | -6.5% |
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