+1,571.0%
PPL vs DLTR
+11,640.8%
-10,069.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.4% |
| 30D | +0.5% | +2.1% | -1.6% | +0.2% |
| 3M | +0.7% | +20.3% | -19.6% | -1.2% |
| 6M | -7.6% | +11.5% | -19.1% | -9.0% |
| YTD | +1.8% | +6.8% | -5.0% | +0.6% |
| 1Y | -0.8% | +31.1% | -31.8% | -4.0% |
| 3Y | +56.9% | +10.7% | +46.2% | +51.8% |
| 5Y | +39.5% | +41.6% | -2.1% | +30.1% |
| 10Y | +55.4% | +58.1% | -2.7% | +40.9% |
| All | +1,571.0% | +11,640.8% | -10,069.8% | +1,131.2% |
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