-21.3%
PFE vs DLTR
+33.2%
-54.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.8% |
| 7D | -2.7% | -5.8% | +3.2% | -2.1% |
| 30D | +3.8% | -5.2% | +9.1% | +4.3% |
| 3M | +10.4% | +15.2% | -4.8% | +8.8% |
| 6M | +6.3% | +7.1% | -0.9% | +5.2% |
| YTD | +17.4% | +0.8% | +16.5% | +16.8% |
| 1Y | +21.1% | +24.8% | -3.7% | +18.0% |
| 3Y | -1.6% | +6.9% | -8.5% | -4.4% |
| All | -21.3% | +33.2% | -54.6% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling