+43.4%
DLTR vs PPG
+26.9%
+16.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -10.1% | -6.2% | -3.8% | -7.5% |
| 30D | -8.1% | -7.9% | -0.2% | -4.8% |
| 3M | +2.9% | -10.2% | +13.1% | +7.3% |
| 6M | +4.3% | +2.7% | +1.7% | +2.4% |
| YTD | -3.9% | +4.9% | -8.8% | -6.9% |
| 1Y | +18.9% | -3.2% | +22.1% | +19.1% |
| 3Y | +1.9% | -17.0% | +18.9% | +7.7% |
| 5Y | +31.0% | -23.3% | +54.3% | +39.8% |
| All | +43.4% | +26.9% | +16.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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