+1,131.3%
PSX vs DLTR
+161.5%
+969.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.7% |
| 7D | +2.8% | -5.8% | +8.6% | +4.0% |
| 30D | +27.8% | -5.2% | +33.0% | +29.0% |
| 3M | +42.0% | +15.2% | +26.8% | +37.3% |
| 6M | +58.1% | +7.1% | +51.0% | +53.9% |
| YTD | +105.0% | +0.8% | +104.2% | +101.5% |
| 1Y | +104.9% | +24.8% | +80.1% | +91.0% |
| 3Y | +134.1% | +6.9% | +127.1% | +118.9% |
| 5Y | +363.8% | +33.2% | +330.6% | +288.4% |
| 10Y | +370.1% | +51.6% | +318.5% | +258.7% |
| All | +1,131.3% | +161.5% | +969.8% | +695.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling