+1,665.6%
PEP vs DLTR
+12,235.8%
-10,570.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.5% |
| 7D | +2.9% | +5.3% | -2.4% | +2.3% |
| 30D | +12.5% | +13.4% | -0.9% | +10.8% |
| 3M | +4.5% | +6.6% | -2.1% | +3.6% |
| 6M | -0.5% | +59.1% | -59.6% | -6.1% |
| YTD | +4.4% | +12.3% | -7.8% | +2.3% |
| 1Y | +4.4% | +33.9% | -29.5% | +0.1% |
| 3Y | -3.4% | +23.0% | -26.4% | -8.2% |
| 5Y | +5.2% | +22.1% | -17.0% | -1.4% |
| 10Y | +92.1% | +77.5% | +14.7% | +68.6% |
| All | +1,665.6% | +12,235.8% | -10,570.2% | +833.8% |
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