+260.9%
PM vs DAL
+124.5%
+136.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | -7.1% | +2.3% | -9.4% | -7.4% |
| 30D | -2.8% | +14.3% | -17.1% | -4.7% |
| 3M | +6.3% | +1.3% | +5.1% | +5.9% |
| 6M | +9.6% | +29.3% | -19.6% | +5.0% |
| YTD | +25.6% | +33.0% | -7.4% | +19.0% |
| 1Y | +29.7% | +59.8% | -30.2% | +19.1% |
| 3Y | +147.6% | +177.2% | -29.6% | +97.0% |
| 5Y | +160.1% | +118.4% | +41.8% | +111.2% |
| 10Y | +260.9% | +121.4% | +139.5% | +179.2% |
| All | +260.9% | +124.5% | +136.5% | +179.2% |
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