+30.0%
DLTR vs PCOR
-9.2%
+39.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +5.0% | +20.7% | -15.7% | +2.1% |
| 30D | +18.7% | +35.7% | -17.0% | +13.4% |
| 3M | +8.9% | +31.1% | -22.2% | +4.3% |
| 6M | +49.4% | +43.1% | +6.3% | +40.6% |
| YTD | +14.5% | +4.8% | +9.6% | +11.7% |
| 1Y | +32.5% | -3.7% | +36.2% | +30.8% |
| 3Y | +23.4% | +46.5% | -23.1% | +13.4% |
| 5Y | +26.2% | -17.3% | +43.4% | +9.5% |
| All | +30.0% | -9.2% | +39.2% | +14.9% |
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 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