+83.0%
PL vs DLTR
+14.0%
+69.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -9.3% | +2.5% | -11.8% | -10.0% |
| 30D | -18.9% | +2.1% | -21.0% | -19.6% |
| 3M | -58.4% | +20.3% | -78.6% | -60.9% |
| 6M | -30.3% | +11.5% | -41.8% | -33.7% |
| YTD | -8.1% | +6.8% | -15.0% | -11.4% |
| 1Y | +180.5% | +31.1% | +149.4% | +152.4% |
| 3Y | +444.1% | +10.7% | +433.5% | +389.3% |
| 5Y | +83.0% | +41.6% | +41.4% | +70.2% |
| All | +83.0% | +14.0% | +69.0% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling