+48.5%
PPL vs DLTR
+20.0%
+28.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.4% | -0.2% |
| 7D | +0.4% | -2.0% | +2.5% | +0.5% |
| 30D | +5.4% | +12.8% | -7.3% | +4.5% |
| 3M | +4.3% | +1.1% | +3.1% | +4.0% |
| 6M | -1.3% | +35.9% | -37.2% | -3.6% |
| YTD | +4.7% | +6.6% | -1.9% | +3.8% |
| 1Y | +1.3% | +28.6% | -27.3% | -1.1% |
| 3Y | +57.2% | +14.0% | +43.2% | +54.8% |
| All | +48.5% | +20.0% | +28.5% | +45.1% |
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