+111.0%
PBF vs DLTR
+45.2%
+65.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.6% | -16.3% | -4.5% |
| 7D | -0.9% | +15.6% | -16.5% | +2.5% |
| 30D | -13.7% | +29.9% | -43.6% | -8.4% |
| 3M | +10.6% | +12.5% | -1.8% | +14.2% |
| 6M | +61.2% | +56.3% | +4.9% | +81.8% |
| YTD | +172.7% | +19.5% | +153.2% | +183.1% |
| 1Y | +111.0% | +44.0% | +67.0% | +117.0% |
| All | +111.0% | +45.2% | +65.8% | +117.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling