+43.4%
DLTR vs PFG
+251.1%
-207.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -10.1% | -0.4% | -9.6% | -9.9% |
| 30D | -8.1% | +2.9% | -11.0% | -9.0% |
| 3M | +2.9% | +6.7% | -3.9% | +0.6% |
| 6M | +4.3% | +33.8% | -29.4% | -4.8% |
| YTD | -3.9% | +35.0% | -38.9% | -12.7% |
| 1Y | +18.9% | +46.4% | -27.5% | +5.3% |
| 3Y | +1.9% | +71.7% | -69.7% | -14.8% |
| 5Y | +31.0% | +113.7% | -82.7% | +1.7% |
| All | +43.4% | +251.1% | -207.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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