+76.3%
DLTR vs PTC
+312.5%
-236.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | +13.4% | +1.2% | +12.2% | +13.2% |
| 3M | +6.6% | +27.4% | -20.8% | +0.7% |
| 6M | +59.1% | +39.2% | +19.9% | +46.7% |
| YTD | +12.3% | +12.5% | -0.3% | +7.9% |
| 1Y | +33.9% | +12.3% | +21.6% | +28.7% |
| 3Y | +23.0% | +28.8% | -5.8% | +13.2% |
| 5Y | +22.1% | +60.9% | -38.8% | +5.9% |
| All | +76.3% | +312.5% | -236.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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