+143.9%
PM vs DAL
+168.1%
-24.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.8% |
| 7D | -5.2% | +8.8% | -14.0% | -5.0% |
| 30D | +2.7% | +5.4% | -2.7% | +2.9% |
| 3M | +5.2% | -4.9% | +10.2% | +5.2% |
| 6M | +17.0% | +19.8% | -2.8% | +17.6% |
| YTD | +25.5% | +27.0% | -1.5% | +26.2% |
| 1Y | +35.5% | +52.5% | -16.9% | +36.5% |
| 3Y | +143.9% | +173.8% | -29.9% | +132.5% |
| All | +143.9% | +168.1% | -24.2% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling