+344.9%
PBF vs DLTR
+222.3%
+122.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.6% | +8.9% | +4.7% |
| 7D | +2.4% | -5.8% | +8.2% | +3.8% |
| 30D | +24.9% | -5.2% | +30.1% | +26.3% |
| 3M | +81.9% | +15.2% | +66.7% | +74.3% |
| 6M | +79.4% | +7.1% | +72.2% | +72.7% |
| YTD | +188.3% | +0.8% | +187.5% | +180.4% |
| 1Y | +177.3% | +24.8% | +152.5% | +151.0% |
| 3Y | +56.0% | +6.9% | +49.1% | +41.5% |
| 5Y | +804.0% | +33.2% | +770.8% | +606.0% |
| 10Y | +334.1% | +51.6% | +282.5% | +205.1% |
| All | +344.9% | +222.3% | +122.5% | +145.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling