+272.5%
PM vs DAL
+108.0%
+164.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | -3.2% | +12.8% | -16.1% | -5.0% |
| 3M | +6.2% | -5.3% | +11.5% | +6.8% |
| 6M | +7.7% | +22.4% | -14.7% | +3.8% |
| YTD | +27.3% | +25.6% | +1.7% | +21.5% |
| 1Y | +32.8% | +45.5% | -12.7% | +23.7% |
| 3Y | +150.0% | +161.0% | -10.9% | +100.5% |
| 5Y | +164.2% | +112.2% | +52.0% | +114.9% |
| All | +272.5% | +108.0% | +164.5% | +189.8% |
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