+26.6%
DLTR vs PCOR
-9.0%
+35.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | -1.0% | +22.2% | -23.2% | -4.0% |
| 30D | +15.7% | +36.0% | -20.4% | +10.5% |
| 3M | +4.8% | +34.0% | -29.2% | +0.1% |
| 6M | +45.6% | +43.5% | +2.1% | +37.0% |
| YTD | +11.6% | +5.1% | +6.4% | +8.8% |
| 1Y | +29.8% | -3.9% | +33.7% | +28.2% |
| 3Y | +20.8% | +52.9% | -32.1% | +10.4% |
| 5Y | +23.5% | -18.7% | +42.1% | +7.0% |
| All | +26.6% | -9.0% | +35.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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