+208.8%
PM vs DLTR
+45.9%
+163.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.9% | -9.4% | +11.4% | +3.1% |
| 30D | +1.9% | -7.3% | +9.2% | +2.8% |
| 3M | +4.6% | +7.6% | -3.0% | +3.5% |
| 6M | +11.7% | +1.6% | +10.1% | +10.9% |
| YTD | +20.4% | -3.5% | +23.9% | +20.2% |
| 1Y | +19.0% | +20.0% | -1.1% | +15.2% |
| 3Y | +130.4% | +2.3% | +128.1% | +124.0% |
| 5Y | +131.5% | +31.5% | +99.9% | +107.3% |
| All | +208.8% | +45.9% | +163.0% | +166.2% |
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 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