+214.0%
PAAS vs DLTR
+23.7%
+190.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.5% | -6.2% |
| 7D | +4.2% | +5.0% | -0.9% | +3.3% |
| 30D | -13.8% | +18.7% | -32.5% | -16.2% |
| 3M | -22.7% | +8.9% | -31.6% | -24.0% |
| 6M | -32.1% | +49.4% | -81.5% | -37.3% |
| YTD | -22.3% | +14.5% | -36.8% | -25.0% |
| 1Y | +7.7% | +32.5% | -24.8% | +1.3% |
| 3Y | +214.0% | +23.4% | +190.6% | +170.9% |
| All | +214.0% | +23.7% | +190.3% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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