+102.6%
PBR vs DLTR
+1.4%
+101.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +5.4% | -10.1% | +15.4% | +5.8% |
| 30D | +22.9% | -8.1% | +31.0% | +23.2% |
| 3M | +19.6% | +2.9% | +16.8% | +19.2% |
| 6M | +16.5% | +4.3% | +12.1% | +16.0% |
| YTD | +86.7% | -3.9% | +90.6% | +86.6% |
| 1Y | +74.7% | +18.9% | +55.8% | +70.2% |
| 3Y | +102.6% | +1.9% | +100.7% | +96.8% |
| All | +102.6% | +1.4% | +101.2% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling