-4.3%
PEP vs DLTR
+56.8%
-61.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.8% |
| 30D | +11.8% | +21.5% | -9.7% | +8.4% |
| 3M | +3.7% | +9.8% | -6.2% | +1.7% |
| 6M | -4.3% | +58.6% | -63.0% | -7.1% |
| All | -4.3% | +56.8% | -61.1% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling