+75.7%
PEP vs DLTR
+45.9%
+29.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.4% | -9.4% | +8.1% | 0.0% |
| 30D | -0.2% | -7.3% | +7.1% | +0.8% |
| 3M | -4.3% | +7.6% | -11.9% | -5.4% |
| 6M | -13.2% | +1.6% | -14.8% | -13.9% |
| YTD | -1.9% | -3.5% | +1.6% | -2.1% |
| 1Y | -0.3% | +20.0% | -20.4% | -3.9% |
| 3Y | -13.6% | +2.3% | -15.9% | -16.4% |
| 5Y | +3.4% | +31.5% | -28.2% | -7.7% |
| All | +75.7% | +45.9% | +29.8% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling