+1,526.4%
DLTR vs PFG
+999.6%
+526.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.3% |
| 7D | -5.8% | +6.0% | -11.8% | -7.0% |
| 30D | -5.2% | +2.2% | -7.5% | -5.7% |
| 3M | +15.2% | +10.4% | +4.8% | +12.7% |
| 6M | +7.1% | +27.8% | -20.7% | +1.5% |
| YTD | +0.8% | +33.6% | -32.8% | -5.4% |
| 1Y | +24.8% | +49.3% | -24.5% | +14.3% |
| 3Y | +6.9% | +69.7% | -62.8% | -5.2% |
| 5Y | +33.2% | +111.3% | -78.1% | +12.2% |
| 10Y | +51.6% | +240.3% | -188.7% | +11.6% |
| All | +1,526.4% | +999.6% | +526.8% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling