+180.4%
PBF vs DLTR
+19.1%
+161.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.5% |
| 7D | +5.3% | -10.1% | +15.4% | +3.6% |
| 30D | +11.7% | -8.1% | +19.8% | +10.3% |
| 3M | +91.1% | +2.9% | +88.2% | +92.6% |
| 6M | +88.4% | +4.3% | +84.1% | +93.3% |
| YTD | +194.1% | -3.9% | +198.0% | +194.9% |
| 1Y | +180.4% | +18.9% | +161.5% | +158.8% |
| All | +180.4% | +19.1% | +161.3% | +158.8% |
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