+1,570.8%
PEP vs DLTR
+11,640.8%
-10,070.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | +0.2% | +2.1% | -1.8% | 0.0% |
| 3M | -1.1% | +20.3% | -21.4% | -3.2% |
| 6M | -13.5% | +11.5% | -25.0% | -15.0% |
| YTD | -1.2% | +6.8% | -8.0% | -2.5% |
| 1Y | -1.6% | +31.1% | -32.6% | -5.3% |
| 3Y | -12.5% | +10.7% | -23.2% | -15.8% |
| 5Y | +3.0% | +41.6% | -38.6% | -5.1% |
| 10Y | +73.9% | +58.1% | +15.8% | +54.7% |
| All | +1,570.8% | +11,640.8% | -10,070.0% | +790.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling