+802.0%
PBF vs DLTR
+29.9%
+772.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.3% | -9.4% | +11.8% | +3.4% |
| 30D | +11.6% | -7.3% | +18.9% | +12.4% |
| 3M | +81.7% | +7.6% | +74.2% | +79.9% |
| 6M | +96.4% | +1.6% | +94.9% | +95.1% |
| YTD | +189.5% | -3.5% | +193.0% | +188.5% |
| 1Y | +180.7% | +20.0% | +160.7% | +168.2% |
| 3Y | +56.6% | +2.3% | +54.4% | +48.5% |
| 5Y | +802.0% | +31.5% | +770.4% | +804.6% |
| All | +802.0% | +29.9% | +772.1% | +804.6% |
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