+107.1%
DLTR vs PFGC
+485.1%
-378.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +5.3% | +3.4% | +1.9% | +4.6% |
| 30D | +13.4% | +16.9% | -3.5% | +10.2% |
| 3M | +6.6% | +6.4% | +0.2% | +5.4% |
| 6M | +59.1% | +16.0% | +43.1% | +54.8% |
| YTD | +12.3% | +23.6% | -11.4% | +7.7% |
| 1Y | +33.9% | +16.6% | +17.3% | +29.7% |
| 3Y | +23.0% | +82.3% | -59.3% | +10.2% |
| 5Y | +22.1% | +138.7% | -116.6% | +3.5% |
| 10Y | +77.5% | +352.8% | -275.4% | +28.1% |
| All | +107.1% | +485.1% | -378.0% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling