+782.8%
PH vs DLTR
+45.9%
+736.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.1% | -9.4% | +6.3% | -0.8% |
| 30D | -11.8% | -7.3% | -4.4% | -10.3% |
| 3M | +6.9% | +7.6% | -0.6% | +4.4% |
| 6M | -1.3% | +1.6% | -2.8% | -3.0% |
| YTD | +7.0% | -3.5% | +10.5% | +6.3% |
| 1Y | +23.1% | +20.0% | +3.1% | +14.9% |
| 3Y | +135.4% | +2.3% | +133.1% | +121.2% |
| 5Y | +250.3% | +31.5% | +218.8% | +186.0% |
| All | +782.8% | +45.9% | +736.9% | +560.6% |
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