+35.6%
PFE vs DLTR
+45.2%
-9.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.6% | -7.0% | +1.4% |
| 7D | +4.6% | +15.6% | -11.0% | +2.7% |
| 30D | +12.3% | +29.9% | -17.5% | +9.0% |
| 3M | +21.2% | +12.5% | +8.7% | +19.2% |
| 6M | +21.1% | +56.3% | -35.2% | +15.4% |
| YTD | +30.0% | +19.5% | +10.5% | +27.2% |
| 1Y | +35.6% | +44.0% | -8.4% | +28.0% |
| All | +35.6% | +45.2% | -9.6% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling