+105.8%
DAL vs PTC
+6.0%
+99.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +4.4% |
| 7D | +0.1% | -10.3% | +10.4% | +4.8% |
| 30D | -13.9% | +1.1% | -15.1% | -15.0% |
| 3M | +1.1% | +1.6% | -0.5% | -1.6% |
| 6M | +26.2% | -13.5% | +39.7% | +32.6% |
| YTD | +16.4% | -19.1% | +35.5% | +26.4% |
| 1Y | +33.9% | -33.9% | +67.7% | +61.8% |
| 3Y | +93.4% | -3.9% | +97.3% | +81.4% |
| All | +105.8% | +6.0% | +99.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling