+100.2%
DAL vs PTC
+59.6%
+40.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.2% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +2.3% | +0.8% | +1.5% | +2.0% |
| 3M | -8.1% | +39.6% | -47.7% | -21.2% |
| 6M | +21.4% | +41.5% | -20.1% | +1.6% |
| YTD | +24.3% | +11.7% | +12.6% | +17.5% |
| 1Y | +47.4% | +2.4% | +44.9% | +45.7% |
| 3Y | +164.6% | +31.9% | +132.7% | +115.1% |
| 5Y | +100.2% | +54.5% | +45.7% | +45.1% |
| All | +100.2% | +59.6% | +40.6% | +45.1% |
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 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