+30.4%
DLTR vs PCOR
-8.1%
+38.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +2.4% | +2.2% | +0.3% | +2.1% |
| 30D | +21.5% | +37.4% | -16.0% | +15.9% |
| 3M | +9.8% | +33.2% | -23.4% | +5.0% |
| 6M | +58.6% | +60.6% | -2.0% | +46.9% |
| YTD | +14.8% | +6.2% | +8.7% | +11.8% |
| 1Y | +33.0% | -1.1% | +34.1% | +30.8% |
| 3Y | +23.8% | +48.4% | -24.6% | +13.5% |
| 5Y | +24.9% | -13.1% | +38.0% | +8.5% |
| All | +30.4% | -8.1% | +38.4% | +15.0% |
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