+43.4%
DLTR vs PFGC
+292.9%
-249.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -10.1% | -4.8% | -5.3% | -9.2% |
| 30D | -8.1% | -12.5% | +4.4% | -5.8% |
| 3M | +2.9% | -9.7% | +12.6% | +4.8% |
| 6M | +4.3% | +7.0% | -2.7% | +3.0% |
| YTD | -3.9% | +4.5% | -8.4% | -4.9% |
| 1Y | +18.9% | -11.6% | +30.5% | +21.3% |
| 3Y | +1.9% | +58.5% | -56.6% | -6.4% |
| 5Y | +31.0% | +112.6% | -81.6% | +13.4% |
| All | +43.4% | +292.9% | -249.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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