-76.0%
PCG vs DAL
+142.6%
-218.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.0% |
| 7D | -13.9% | +0.1% | -14.0% | -13.8% |
| 30D | -16.9% | -13.9% | -2.9% | -13.5% |
| 3M | -14.7% | +1.1% | -15.8% | -15.2% |
| 6M | -23.8% | +26.2% | -50.1% | -29.1% |
| YTD | -10.5% | +16.4% | -26.9% | -15.4% |
| 1Y | -5.1% | +33.9% | -39.0% | -14.3% |
| 3Y | -11.6% | +93.4% | -105.0% | -32.3% |
| 5Y | +59.0% | +106.4% | -47.3% | +14.1% |
| All | -76.0% | +142.6% | -218.6% | -83.4% |
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