+403.7%
DAL vs PTC
+991.6%
-587.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +6.9% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | +7.7% | +1.5% | +6.2% | +7.0% |
| 3M | -3.5% | +37.8% | -41.3% | -21.3% |
| 6M | +31.3% | +41.2% | -9.9% | +3.5% |
| YTD | +30.0% | +12.0% | +17.9% | +14.7% |
| 1Y | +62.1% | +1.6% | +60.4% | +50.0% |
| 3Y | +176.6% | +32.3% | +144.3% | +118.8% |
| 5Y | +126.2% | +61.4% | +64.8% | +58.3% |
| 10Y | +135.1% | +343.4% | -208.3% | -14.2% |
| All | +403.7% | +991.6% | -587.9% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling