+105.8%
DAL vs PWR
+443.9%
-338.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.2% |
| 30D | -13.9% | -8.6% | -5.3% | -11.2% |
| 3M | +1.1% | -13.2% | +14.2% | +5.5% |
| 6M | +26.2% | +9.9% | +16.3% | +18.2% |
| YTD | +16.4% | +48.0% | -31.6% | -4.8% |
| 1Y | +33.9% | +66.2% | -32.3% | +3.5% |
| 3Y | +93.4% | +195.1% | -101.7% | +10.3% |
| All | +105.8% | +443.9% | -338.0% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling