-14.9%
PEP vs DLTR
+1.6%
-16.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.9% |
| 7D | -1.7% | -10.2% | +8.6% | -0.9% |
| 30D | +0.3% | -8.5% | +8.8% | +0.9% |
| 3M | -3.2% | +5.6% | -8.8% | -3.6% |
| 6M | -13.6% | +2.2% | -15.8% | -13.8% |
| YTD | -1.9% | -3.8% | +1.9% | -1.8% |
| 1Y | -0.6% | +22.9% | -23.5% | -2.1% |
| All | -14.9% | +1.6% | -16.5% | -18.2% |
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 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