+75.0%
PEP vs DAL
+141.2%
-66.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | -13.9% | +14.2% | +1.6% |
| 3M | -1.1% | +1.1% | -2.2% | -1.4% |
| 6M | -13.5% | +26.2% | -39.7% | -15.8% |
| YTD | -1.2% | +16.4% | -17.6% | -3.2% |
| 1Y | -1.6% | +33.9% | -35.4% | -5.1% |
| 3Y | -12.5% | +93.4% | -105.9% | -20.7% |
| 5Y | +3.0% | +106.4% | -103.3% | -9.1% |
| All | +75.0% | +141.2% | -66.2% | +45.3% |
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