+39.4%
PPL vs DLTR
+41.6%
-2.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +0.5% | +2.1% | -1.6% | +0.3% |
| 3M | +0.7% | +20.3% | -19.6% | -0.7% |
| 6M | -7.6% | +11.5% | -19.1% | -8.4% |
| YTD | +1.8% | +6.8% | -5.0% | +1.1% |
| 1Y | -0.8% | +31.1% | -31.8% | -3.2% |
| 3Y | +56.9% | +10.7% | +46.2% | +54.9% |
| All | +39.4% | +41.6% | -2.2% | +33.8% |
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