+267.4%
PLD vs DLTR
+84.2%
+183.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.9% |
| 7D | +0.8% | +5.0% | -4.3% | -0.3% |
| 30D | +0.5% | +18.7% | -18.2% | -3.0% |
| 3M | -5.5% | +8.9% | -14.4% | -7.4% |
| 6M | -8.3% | +49.4% | -57.8% | -16.2% |
| YTD | +4.3% | +14.5% | -10.2% | +0.2% |
| 1Y | +7.4% | +32.5% | -25.1% | -0.1% |
| 3Y | +37.1% | +23.4% | +13.6% | +25.8% |
| 5Y | +1.3% | +26.2% | -24.8% | -9.2% |
| 10Y | +267.4% | +82.4% | +185.0% | +188.6% |
| All | +267.4% | +84.2% | +183.2% | +188.6% |
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