-57.6%
PCG vs DAL
+329.9%
-387.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.2% |
| 7D | -13.9% | +0.1% | -14.0% | -13.8% |
| 30D | -16.9% | -13.9% | -2.9% | -15.0% |
| 3M | -14.7% | +1.1% | -15.8% | -15.0% |
| 6M | -23.8% | +26.2% | -50.1% | -26.7% |
| YTD | -10.5% | +16.4% | -26.9% | -13.1% |
| 1Y | -5.1% | +33.9% | -39.0% | -10.0% |
| 3Y | -11.6% | +93.4% | -105.0% | -22.4% |
| 5Y | +59.0% | +106.4% | -47.3% | +36.2% |
| 10Y | -75.7% | +143.0% | -218.7% | -80.0% |
| All | -57.6% | +329.9% | -387.5% | -70.2% |
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