+165.5%
PG vs DAL
+108.8%
+56.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +10.5% | +9.1% | +1.4% | +9.7% |
| 3M | +17.4% | -3.5% | +20.9% | +17.6% |
| 6M | +18.4% | +23.4% | -5.0% | +16.2% |
| YTD | +20.7% | +26.0% | -5.4% | +17.9% |
| 1Y | +16.8% | +44.6% | -27.8% | +12.9% |
| 3Y | +20.1% | +162.7% | -142.6% | +8.2% |
| 5Y | +30.4% | +113.0% | -82.6% | +18.2% |
| All | +165.5% | +108.8% | +56.8% | +141.4% |
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