-11.9%
PEP vs DAL
+95.1%
-107.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | -13.9% | +14.2% | +0.7% |
| 3M | -1.1% | +1.1% | -2.2% | -1.2% |
| 6M | -13.5% | +26.2% | -39.7% | -14.2% |
| YTD | -1.2% | +16.4% | -17.6% | -1.8% |
| 1Y | -1.6% | +33.9% | -35.4% | -2.8% |
| All | -11.9% | +95.1% | -107.0% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling