+57.2%
PPL vs DLTR
+12.7%
+44.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.4% | -0.3% |
| 7D | +0.4% | -2.0% | +2.5% | +0.5% |
| 30D | +5.4% | +12.8% | -7.3% | +4.9% |
| 3M | +4.3% | +1.1% | +3.1% | +4.1% |
| 6M | -1.3% | +35.9% | -37.2% | -2.5% |
| YTD | +4.7% | +6.6% | -1.9% | +4.3% |
| 1Y | +1.3% | +28.6% | -27.3% | 0.0% |
| 3Y | +57.2% | +14.0% | +43.2% | +52.9% |
| All | +57.2% | +12.7% | +44.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling