+234.7%
PM vs DAL
+136.2%
+98.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.7% | -3.1% |
| 7D | -7.3% | +10.0% | -17.3% | -8.6% |
| 30D | -4.0% | +12.0% | -16.0% | -5.7% |
| 3M | +2.7% | +0.8% | +2.0% | +2.4% |
| 6M | +14.9% | +26.2% | -11.3% | +10.3% |
| YTD | +23.5% | +33.7% | -10.2% | +17.0% |
| 1Y | +30.4% | +57.6% | -27.2% | +20.1% |
| 3Y | +143.2% | +183.5% | -40.3% | +92.9% |
| 5Y | +159.5% | +114.2% | +45.3% | +111.8% |
| 10Y | +234.7% | +128.1% | +106.5% | +157.9% |
| All | +234.7% | +136.2% | +98.4% | +157.9% |
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