+3.3%
PEP vs DAL
+97.1%
-93.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +0.4% |
| 7D | +6.7% | +4.6% | +2.1% | +6.4% |
| 30D | +13.5% | +2.3% | +11.2% | +13.3% |
| 3M | +3.9% | -8.1% | +12.0% | +4.3% |
| 6M | -6.0% | +21.4% | -27.4% | -7.2% |
| YTD | +2.5% | +24.3% | -21.8% | +0.9% |
| 1Y | +3.9% | +47.4% | -43.4% | +1.2% |
| 3Y | -4.7% | +164.6% | -169.3% | -13.2% |
| All | +3.3% | +97.1% | -93.7% | -4.2% |
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 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