-60.1%
PCG vs DAL
+379.9%
-440.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.3% | -0.2% |
| 7D | +1.9% | +11.1% | -9.2% | +0.3% |
| 30D | +8.5% | +7.7% | +0.8% | +7.2% |
| 3M | -22.9% | -3.5% | -19.4% | -22.6% |
| 6M | -16.8% | +31.3% | -48.1% | -20.3% |
| YTD | -15.8% | +30.0% | -45.7% | -19.6% |
| 1Y | -16.0% | +62.1% | -78.1% | -22.5% |
| 3Y | -18.9% | +176.6% | -195.6% | -32.5% |
| 5Y | +17.4% | +126.2% | -108.8% | -0.8% |
| 10Y | -76.4% | +135.1% | -211.5% | -80.7% |
| All | -60.1% | +379.9% | -440.0% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling