+1,627.0%
PEP vs DLTR
+12,520.8%
-10,893.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +11.8% | +21.5% | -9.7% | +9.2% |
| 3M | +3.7% | +9.8% | -6.2% | +2.4% |
| 6M | -4.3% | +58.6% | -63.0% | -9.6% |
| YTD | +2.1% | +14.8% | -12.7% | -0.2% |
| 1Y | +2.5% | +33.0% | -30.5% | -1.6% |
| 3Y | -5.0% | +23.8% | -28.9% | -9.8% |
| 5Y | +2.9% | +24.9% | -22.1% | -3.8% |
| 10Y | +87.9% | +81.6% | +6.4% | +64.5% |
| All | +1,627.0% | +12,520.8% | -10,893.8% | +811.0% |
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