+35.5%
PM vs DAL
+52.2%
-16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.7% |
| 7D | -5.2% | +8.8% | -14.0% | -4.6% |
| 30D | +2.7% | +5.4% | -2.7% | +3.2% |
| 3M | +5.2% | -4.9% | +10.2% | +5.0% |
| 6M | +17.0% | +19.8% | -2.8% | +19.0% |
| YTD | +25.5% | +27.0% | -1.5% | +27.6% |
| 1Y | +35.5% | +52.5% | -16.9% | +37.3% |
| All | +35.5% | +52.2% | -16.7% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling