+202.9%
PWR vs DLTR
+1.8%
+201.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -0.2% | -9.4% | +9.2% | +0.6% |
| 30D | -7.7% | -7.3% | -0.4% | -7.3% |
| 3M | -4.9% | +7.6% | -12.5% | -6.1% |
| 6M | +9.7% | +1.6% | +8.2% | +9.0% |
| YTD | +46.7% | -3.5% | +50.2% | +46.4% |
| 1Y | +58.7% | +20.0% | +38.7% | +54.0% |
| All | +202.9% | +1.8% | +201.0% | +184.3% |
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