+378.1%
PSX vs DLTR
+45.3%
+332.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | -10.1% | +11.8% | +3.7% |
| 30D | +15.6% | -8.1% | +23.8% | +17.4% |
| 3M | +46.5% | +2.9% | +43.6% | +45.1% |
| 6M | +55.0% | +4.3% | +50.7% | +51.9% |
| YTD | +105.3% | -3.9% | +109.2% | +103.9% |
| 1Y | +101.6% | +18.9% | +82.7% | +90.3% |
| 3Y | +134.1% | +1.9% | +132.2% | +121.8% |
| 5Y | +368.7% | +31.0% | +337.7% | +291.4% |
| All | +378.1% | +45.3% | +332.8% | +269.0% |
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 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