-0.4%
PL vs DLTR
+45.2%
-45.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.6% | -16.0% | -7.2% |
| 7D | -11.7% | +15.6% | -27.3% | -13.3% |
| 30D | -27.1% | +29.9% | -57.0% | -30.1% |
| 3M | -44.6% | +12.5% | -57.1% | -45.5% |
| 6M | -67.2% | +56.3% | -123.5% | -70.6% |
| YTD | -35.9% | +19.5% | -55.4% | -34.7% |
| 1Y | -0.4% | +44.0% | -44.4% | -10.2% |
| All | -0.4% | +45.2% | -45.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling