+99.6%
PR vs DLTR
+58.3%
+41.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +2.9% | +2.5% | +0.4% | +2.5% |
| 30D | +18.0% | +2.1% | +16.0% | +17.5% |
| 3M | +16.9% | +20.3% | -3.4% | +12.9% |
| 6M | +28.2% | +11.5% | +16.7% | +24.6% |
| YTD | +69.3% | +6.8% | +62.5% | +65.6% |
| 1Y | +69.5% | +31.1% | +38.4% | +58.6% |
| 3Y | +81.7% | +10.7% | +71.0% | +70.9% |
| 5Y | +422.2% | +41.6% | +380.6% | +370.2% |
| All | +99.6% | +58.3% | +41.3% | +77.4% |
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