+65.7%
PPL vs DLTR
+80.3%
-14.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.3% |
| 7D | -2.2% | +2.4% | -4.6% | -2.5% |
| 30D | +1.7% | +21.5% | -19.8% | -1.0% |
| 3M | +0.1% | +9.8% | -9.7% | -1.4% |
| 6M | -1.5% | +58.6% | -60.2% | -7.8% |
| YTD | +3.0% | +14.8% | -11.9% | +0.2% |
| 1Y | -1.4% | +33.0% | -34.5% | -6.2% |
| 3Y | +53.5% | +23.8% | +29.6% | +45.0% |
| 5Y | +46.4% | +24.9% | +21.5% | +33.9% |
| All | +65.7% | +80.3% | -14.6% | +37.4% |
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