+256.8%
PLD vs DAL
+136.2%
+120.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.3% | -2.4% | +1.6% |
| 7D | +0.7% | +10.0% | -9.4% | -1.5% |
| 30D | +0.8% | +12.0% | -11.2% | -1.9% |
| 3M | -6.1% | +0.8% | -6.9% | -6.6% |
| 6M | -8.0% | +26.2% | -34.2% | -13.4% |
| YTD | +4.7% | +33.7% | -29.0% | -3.4% |
| 1Y | +7.2% | +57.6% | -50.4% | -4.9% |
| 3Y | +39.2% | +183.5% | -144.3% | +4.6% |
| 5Y | +1.9% | +114.2% | -112.3% | -20.5% |
| 10Y | +256.8% | +128.1% | +128.6% | +156.1% |
| All | +256.8% | +136.2% | +120.5% | +156.1% |
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 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