+135.3%
PSX vs DLTR
+1.6%
+133.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | +1.8% | -10.2% | +12.1% | +2.9% |
| 30D | +21.6% | -8.5% | +30.1% | +22.6% |
| 3M | +46.5% | +5.6% | +40.9% | +45.3% |
| 6M | +62.0% | +2.2% | +59.8% | +61.1% |
| YTD | +106.3% | -3.8% | +110.1% | +106.3% |
| 1Y | +103.0% | +22.9% | +80.0% | +94.6% |
| All | +135.3% | +1.6% | +133.7% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling