+16.0%
PCG vs DAL
+103.7%
-87.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.1% | -0.5% |
| 7D | 0.0% | +4.6% | -4.6% | -0.9% |
| 30D | +5.8% | +2.3% | +3.5% | +5.2% |
| 3M | -22.8% | -8.1% | -14.7% | -21.7% |
| 6M | -18.4% | +21.4% | -39.8% | -21.8% |
| YTD | -16.9% | +24.3% | -41.2% | -21.2% |
| 1Y | -17.6% | +47.4% | -65.0% | -24.7% |
| 3Y | -20.0% | +164.6% | -184.6% | -40.5% |
| 5Y | +16.0% | +100.2% | -84.2% | -10.0% |
| All | +16.0% | +103.7% | -87.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling