+773.5%
PM vs DLTR
+1,319.2%
-545.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +2.0% |
| 7D | -1.3% | -5.8% | +4.5% | -0.5% |
| 30D | -2.6% | -5.2% | +2.7% | -1.9% |
| 3M | +5.8% | +15.2% | -9.4% | +3.4% |
| 6M | +10.6% | +7.1% | +3.4% | +8.7% |
| YTD | +17.2% | +0.8% | +16.3% | +16.1% |
| 1Y | +17.6% | +24.8% | -7.2% | +12.5% |
| 3Y | +124.3% | +6.9% | +117.3% | +114.5% |
| 5Y | +125.1% | +33.2% | +91.8% | +100.1% |
| 10Y | +198.6% | +51.6% | +147.1% | +147.2% |
| All | +773.5% | +1,319.2% | -545.7% | +353.7% |
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