Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PWR vs DLTR✓SelectedUSD · DLTRPWR vs DLTR performance historyLatest closeAs of+2.34%09/08
Stock and ETF performance explorer

PWR vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,589.7%
DLTR return
+1,887.6%
Excess return
+6,702.1%
Maximum drawdown
-97.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+2.3%-5.6%+8.0%+3.6%
7D+4.5%-5.8%+10.3%+5.9%
30D-4.9%-5.2%+0.4%-3.9%
3M-7.9%+15.2%-23.1%-11.5%
6M+18.3%+7.1%+11.2%+14.6%
YTD+51.5%+0.8%+50.7%+48.4%
1Y+70.3%+24.8%+45.5%+58.0%
3Y+210.6%+6.9%+203.7%+187.2%
5Y+456.7%+33.2%+423.4%+373.7%
10Y+2,396.1%+51.6%+2,344.5%+1,864.5%
All+8,589.7%+1,887.6%+6,702.1%+3,170.6%

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