+361.8%
PCAR vs DLTR
+45.9%
+316.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -1.6% | -9.4% | +7.9% | +0.2% |
| 30D | -7.3% | -7.3% | +0.1% | -6.1% |
| 3M | +7.8% | +7.6% | +0.3% | +6.0% |
| 6M | +3.6% | +1.6% | +2.0% | +2.3% |
| YTD | +12.9% | -3.5% | +16.4% | +12.4% |
| 1Y | +27.3% | +20.0% | +7.3% | +21.2% |
| 3Y | +61.9% | +2.3% | +59.6% | +55.0% |
| 5Y | +164.2% | +31.5% | +132.6% | +129.9% |
| All | +361.8% | +45.9% | +316.0% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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