-0.7%
PFE vs DLTR
+1.6%
-2.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.4% |
| 7D | -4.3% | -10.2% | +6.0% | -3.3% |
| 30D | +2.7% | -8.5% | +11.2% | +3.6% |
| 3M | +10.0% | +5.6% | +4.4% | +9.3% |
| 6M | +7.2% | +2.2% | +5.0% | +6.7% |
| YTD | +17.3% | -3.8% | +21.1% | +17.3% |
| 1Y | +20.3% | +22.9% | -2.6% | +17.2% |
| All | -0.7% | +1.6% | -2.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling