-23.0%
PINS vs DLTR
+9.2%
-32.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -9.9% | -9.4% | -0.5% | -7.4% |
| 30D | -20.9% | -7.3% | -13.6% | -19.3% |
| 3M | -13.7% | +7.6% | -21.3% | -15.4% |
| 6M | -3.0% | +1.6% | -4.6% | -4.4% |
| YTD | -27.5% | -3.5% | -23.9% | -27.6% |
| 1Y | -46.8% | +20.0% | -66.8% | -50.5% |
| 3Y | -31.8% | +2.3% | -34.1% | -35.9% |
| 5Y | -65.4% | +31.5% | -96.9% | -71.6% |
| All | -23.0% | +9.2% | -32.2% | -38.7% |
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