+351.3%
DAL vs PTC
+688.7%
-337.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +4.8% |
| 7D | +0.1% | -10.3% | +10.4% | +5.5% |
| 30D | -13.9% | +1.1% | -15.1% | -15.1% |
| 3M | +1.1% | +1.6% | -0.5% | -2.2% |
| 6M | +26.2% | -13.5% | +39.7% | +31.6% |
| YTD | +16.4% | -19.1% | +35.5% | +25.1% |
| 1Y | +33.9% | -33.9% | +67.7% | +59.4% |
| 3Y | +93.4% | -3.9% | +97.3% | +85.8% |
| 5Y | +106.4% | +6.0% | +100.3% | +83.7% |
| 10Y | +143.0% | +223.7% | -80.8% | +7.1% |
| All | +351.3% | +688.7% | -337.4% | -15.5% |
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 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