+21.3%
DLTR vs PCOR
-30.9%
+52.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.9% |
| 7D | +2.5% | -9.0% | +11.4% | +3.7% |
| 30D | +2.1% | +4.2% | -2.1% | +1.3% |
| 3M | +20.3% | +14.4% | +5.9% | +17.4% |
| 6M | +11.5% | +0.2% | +11.3% | +10.1% |
| YTD | +6.8% | -20.3% | +27.1% | +8.6% |
| 1Y | +31.1% | -16.1% | +47.2% | +32.0% |
| 3Y | +10.7% | -14.7% | +25.4% | +8.9% |
| 5Y | +41.6% | -43.2% | +84.8% | +26.8% |
| All | +21.3% | -30.9% | +52.2% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling