+420.4%
PBF vs DLTR
+12.1%
+408.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.7% |
| 7D | +6.5% | +5.3% | +1.2% | +5.9% |
| 30D | -20.0% | +13.4% | -33.4% | -21.2% |
| 3M | -3.3% | +6.6% | -9.9% | -4.3% |
| 6M | +76.8% | +59.1% | +17.7% | +65.9% |
| YTD | +168.9% | +12.3% | +156.7% | +163.0% |
| 1Y | +96.4% | +33.9% | +62.5% | +85.2% |
| 3Y | +77.2% | +23.0% | +54.2% | +63.2% |
| All | +420.4% | +12.1% | +408.3% | +352.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling