+86.1%
DLTR vs PFGC
+409.4%
-323.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.8% | -5.3% |
| 7D | -5.8% | -2.4% | -3.4% | -5.4% |
| 30D | -5.2% | -15.8% | +10.5% | -2.2% |
| 3M | +15.2% | -0.6% | +15.8% | +15.3% |
| 6M | +7.1% | +10.7% | -3.5% | +5.1% |
| YTD | +0.8% | +7.6% | -6.8% | -0.8% |
| 1Y | +24.8% | -7.8% | +32.6% | +26.3% |
| 3Y | +6.9% | +63.7% | -56.8% | -2.3% |
| 5Y | +33.2% | +112.3% | -79.0% | +15.4% |
| 10Y | +51.6% | +286.7% | -235.1% | +12.5% |
| All | +86.1% | +409.4% | -323.3% | +35.8% |
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