+763.1%
PM vs DAL
+893.7%
-130.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.4% | -13.9% | +10.5% | -1.6% |
| 3M | +5.2% | +1.1% | +4.1% | +4.8% |
| 6M | +3.7% | +26.2% | -22.5% | 0.0% |
| YTD | +15.8% | +16.4% | -0.7% | +12.5% |
| 1Y | +17.4% | +33.9% | -16.5% | +11.6% |
| 3Y | +116.9% | +93.4% | +23.5% | +91.0% |
| 5Y | +117.3% | +106.4% | +11.0% | +85.9% |
| 10Y | +193.8% | +143.0% | +50.8% | +135.4% |
| All | +763.1% | +893.7% | -130.5% | +413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling