-20.0%
PCG vs DAL
+57.9%
-77.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.2% | +2.3% | -4.6% | -2.5% |
| 30D | -0.5% | +14.3% | -14.8% | -1.7% |
| 3M | -24.0% | +1.3% | -25.3% | -24.4% |
| 6M | -18.6% | +29.3% | -47.9% | -19.9% |
| YTD | -17.7% | +33.0% | -50.7% | -19.6% |
| 1Y | -20.0% | +59.8% | -79.9% | -24.5% |
| All | -20.0% | +57.9% | -77.9% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling