+145.3%
DAL vs PWR
+2,321.3%
-2,176.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | +0.1% | +3.6% | -3.5% | -1.8% |
| 30D | -13.9% | -8.6% | -5.3% | -10.1% |
| 3M | +1.1% | -13.2% | +14.2% | +6.8% |
| 6M | +26.2% | +9.9% | +16.3% | +15.1% |
| YTD | +16.4% | +48.0% | -31.6% | -11.5% |
| 1Y | +33.9% | +66.2% | -32.3% | -5.7% |
| 3Y | +93.4% | +195.1% | -101.7% | -10.3% |
| 5Y | +106.4% | +442.6% | -336.2% | -39.2% |
| All | +145.3% | +2,321.3% | -2,176.0% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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