-76.4%
PCG vs DAL
+124.5%
-200.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.2% | +2.3% | -4.6% | -2.9% |
| 30D | -0.5% | +14.3% | -14.8% | -4.2% |
| 3M | -24.0% | +1.3% | -25.3% | -24.5% |
| 6M | -18.6% | +29.3% | -47.9% | -24.7% |
| YTD | -17.7% | +33.0% | -50.7% | -25.2% |
| 1Y | -20.0% | +59.8% | -79.9% | -31.1% |
| 3Y | -20.2% | +177.2% | -197.4% | -45.4% |
| 5Y | +8.4% | +118.4% | -110.0% | -23.0% |
| 10Y | -76.4% | +121.4% | -197.8% | -83.3% |
| All | -76.4% | +124.5% | -200.8% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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