+128.7%
PM vs DLTR
+27.2%
+101.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.8% |
| 7D | -1.2% | -10.2% | +9.1% | -0.5% |
| 30D | -0.2% | -8.5% | +8.3% | +0.4% |
| 3M | +4.9% | +5.6% | -0.7% | +4.5% |
| 6M | +9.0% | +2.2% | +6.9% | +8.8% |
| YTD | +17.8% | -3.8% | +21.5% | +17.9% |
| 1Y | +16.8% | +22.9% | -6.1% | +14.9% |
| 3Y | +125.4% | +2.0% | +123.4% | +123.6% |
| 5Y | +128.7% | +29.8% | +98.9% | +116.2% |
| All | +128.7% | +27.2% | +101.5% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling