+209.7%
PH vs DLTR
+12.1%
+197.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.3% |
| 7D | +4.3% | +5.3% | -0.9% | +3.5% |
| 30D | +0.1% | +13.4% | -13.3% | -2.2% |
| 3M | -9.4% | +6.6% | -16.0% | -10.7% |
| 6M | +8.8% | +59.1% | -50.3% | -0.9% |
| YTD | +9.6% | +12.3% | -2.6% | +6.2% |
| 1Y | +14.4% | +33.9% | -19.4% | +7.2% |
| 3Y | +134.5% | +23.0% | +111.5% | +118.6% |
| All | +209.7% | +12.1% | +197.6% | +189.4% |
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