-5.3%
PG vs DAL
+32.1%
-37.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | -0.2% | -13.9% | +13.7% | +0.3% |
| 3M | +4.8% | +1.1% | +3.7% | +4.7% |
| 6M | -6.1% | +26.2% | -32.3% | -6.4% |
| YTD | +4.5% | +16.4% | -12.0% | +3.4% |
| 1Y | -5.3% | +33.9% | -39.2% | -6.0% |
| All | -5.3% | +32.1% | -37.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling