+4.7%
PEP vs DAL
+106.7%
-102.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | -1.1% | +1.1% | -2.2% | -1.3% |
| 6M | -13.5% | +26.2% | -39.7% | -14.8% |
| YTD | -1.2% | +16.4% | -17.6% | -2.3% |
| 1Y | -1.6% | +33.9% | -35.4% | -3.6% |
| 3Y | -12.5% | +93.4% | -105.9% | -18.0% |
| All | +4.7% | +106.7% | -102.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling