+310.0%
PG vs DAL
+329.9%
-19.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | -0.2% | -13.9% | +13.7% | +1.0% |
| 3M | +4.8% | +1.1% | +3.7% | +4.6% |
| 6M | -6.1% | +26.2% | -32.3% | -8.3% |
| YTD | +4.5% | +16.4% | -12.0% | +2.6% |
| 1Y | -5.3% | +33.9% | -39.2% | -8.3% |
| 3Y | +2.6% | +93.4% | -90.8% | -5.6% |
| 5Y | +15.6% | +106.4% | -90.8% | +4.3% |
| 10Y | +118.0% | +143.0% | -25.0% | +86.0% |
| All | +310.0% | +329.9% | -19.9% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling