+852.8%
PM vs DAL
+961.0%
-108.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -4.1% |
| 7D | -3.4% | +4.6% | -7.9% | -3.9% |
| 30D | +5.8% | +2.3% | +3.5% | +5.4% |
| 3M | +6.7% | -8.1% | +14.7% | +7.6% |
| 6M | +19.9% | +21.4% | -1.5% | +16.3% |
| YTD | +27.8% | +24.3% | +3.5% | +23.0% |
| 1Y | +39.4% | +47.4% | -8.0% | +31.0% |
| 3Y | +146.9% | +164.6% | -17.7% | +107.9% |
| 5Y | +166.6% | +100.2% | +66.4% | +129.3% |
| 10Y | +242.1% | +124.9% | +117.2% | +176.2% |
| All | +852.8% | +961.0% | -108.1% | +461.6% |
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