+48.5%
PFE vs DLTR
+80.3%
-31.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | +3.1% | +21.5% | -18.4% | +0.6% |
| 3M | +11.2% | +9.8% | +1.3% | +9.7% |
| 6M | +15.0% | +58.6% | -43.6% | +8.2% |
| YTD | +23.5% | +14.8% | +8.7% | +20.5% |
| 1Y | +18.9% | +33.0% | -14.1% | +13.8% |
| 3Y | +18.7% | +23.8% | -5.1% | +12.4% |
| 5Y | -24.0% | +24.9% | -49.0% | -29.8% |
| All | +48.5% | +80.3% | -31.8% | +29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling