+80.3%
PEP vs DAL
+136.2%
-55.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.1% |
| 7D | +1.0% | +10.0% | -9.0% | +0.1% |
| 30D | +12.6% | +12.0% | +0.6% | +11.3% |
| 3M | +3.1% | +0.8% | +2.4% | +2.9% |
| 6M | -6.3% | +26.2% | -32.5% | -8.7% |
| YTD | +1.9% | +33.7% | -31.8% | -1.6% |
| 1Y | +3.3% | +57.6% | -54.3% | -2.0% |
| 3Y | -4.8% | +183.5% | -188.3% | -17.3% |
| 5Y | +2.0% | +114.2% | -112.1% | -9.8% |
| 10Y | +80.3% | +128.1% | -47.8% | +55.4% |
| All | +80.3% | +136.2% | -55.9% | +55.4% |
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