+122.8%
DAL vs PWR
+1,832.8%
-1,710.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | -1.0% |
| 7D | +8.8% | -12.9% | +21.7% | +14.9% |
| 30D | +5.4% | -22.8% | +28.2% | +17.9% |
| 3M | -4.9% | -19.0% | +14.1% | +2.8% |
| 6M | +19.8% | -31.1% | +51.0% | +38.6% |
| YTD | +27.0% | +28.2% | -1.2% | +1.2% |
| 1Y | +52.5% | +22.2% | +30.3% | +24.5% |
| 3Y | +173.8% | +222.1% | -48.3% | +15.6% |
| 5Y | +104.5% | +364.1% | -259.5% | -36.1% |
| All | +122.8% | +1,832.8% | -1,710.0% | -74.5% |
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