+449.1%
PL vs DLTR
+10.7%
+438.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | -9.3% | +2.5% | -11.8% | -10.1% |
| 30D | -18.9% | +2.1% | -21.0% | -19.7% |
| 3M | -58.4% | +20.3% | -78.6% | -61.5% |
| 6M | -30.3% | +11.5% | -41.8% | -34.1% |
| YTD | -8.1% | +6.8% | -15.0% | -11.7% |
| 1Y | +180.5% | +31.1% | +149.4% | +145.7% |
| All | +449.1% | +10.7% | +438.4% | +317.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling