+32.5%
PFE vs DLTR
+45.9%
-13.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -9.4% | +5.4% | -2.9% |
| 30D | +3.9% | -7.3% | +11.2% | +4.8% |
| 3M | +9.9% | +7.6% | +2.3% | +8.8% |
| 6M | +5.3% | +1.6% | +3.7% | +4.6% |
| YTD | +16.8% | -3.5% | +20.3% | +16.5% |
| 1Y | +20.4% | +20.0% | +0.4% | +16.7% |
| 3Y | -2.1% | +2.3% | -4.4% | -5.0% |
| 5Y | -21.0% | +31.5% | -52.5% | -28.1% |
| All | +32.5% | +45.9% | -13.4% | +15.6% |
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