+232.4%
PM vs DAL
+127.0%
+105.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | -5.2% | +8.8% | -14.0% | -6.4% |
| 30D | +2.7% | +5.4% | -2.7% | +1.8% |
| 3M | +6.1% | -4.9% | +11.1% | +6.7% |
| 6M | +18.0% | +19.8% | -1.8% | +14.2% |
| YTD | +26.6% | +27.0% | -0.4% | +20.8% |
| 1Y | +36.7% | +52.5% | -15.8% | +26.5% |
| 3Y | +146.0% | +173.8% | -27.8% | +95.9% |
| 5Y | +164.1% | +104.5% | +59.5% | +117.0% |
| All | +232.4% | +127.0% | +105.4% | +166.5% |
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