+341.8%
PBF vs DLTR
+45.3%
+296.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +5.3% | -10.1% | +15.4% | +8.0% |
| 30D | +11.7% | -8.1% | +19.8% | +13.9% |
| 3M | +91.1% | +2.9% | +88.2% | +88.9% |
| 6M | +88.4% | +4.3% | +84.1% | +82.8% |
| YTD | +194.1% | -3.9% | +198.0% | +189.7% |
| 1Y | +180.4% | +18.9% | +161.5% | +157.4% |
| 3Y | +59.3% | +1.9% | +57.4% | +46.4% |
| 5Y | +816.3% | +31.0% | +785.3% | +604.1% |
| All | +341.8% | +45.3% | +296.5% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling