+4.6%
PEP vs DLTR
+33.2%
-28.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.1% |
| 7D | +0.1% | -5.8% | +5.9% | +0.7% |
| 30D | +0.7% | -5.2% | +5.9% | +1.1% |
| 3M | -0.5% | +15.2% | -15.7% | -1.9% |
| 6M | -11.3% | +7.1% | -18.4% | -12.1% |
| YTD | -0.6% | +0.8% | -1.4% | -1.1% |
| 1Y | +1.7% | +24.8% | -23.1% | -0.9% |
| 3Y | -12.5% | +6.9% | -19.4% | -14.3% |
| All | +4.6% | +33.2% | -28.7% | +2.2% |
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 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