+1,112.1%
PSX vs DLTR
+177.1%
+935.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +4.5% | +2.5% | +2.1% | +4.0% |
| 30D | +26.6% | +2.1% | +24.5% | +26.0% |
| 3M | +39.3% | +20.3% | +19.0% | +33.6% |
| 6M | +56.8% | +11.5% | +45.3% | +51.5% |
| YTD | +101.8% | +6.8% | +95.0% | +96.2% |
| 1Y | +99.6% | +31.1% | +68.5% | +84.4% |
| 3Y | +140.3% | +10.7% | +129.7% | +123.6% |
| 5Y | +339.3% | +41.6% | +297.7% | +263.5% |
| 10Y | +369.9% | +58.1% | +311.7% | +255.9% |
| All | +1,112.1% | +177.1% | +935.0% | +673.8% |
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