+64.7%
PCAR vs DLTR
+13.0%
+51.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | +2.5% | -3.0% | -0.8% |
| 30D | -6.2% | +2.1% | -8.3% | -6.5% |
| 3M | +5.9% | +20.3% | -14.4% | +3.4% |
| 6M | +0.4% | +11.5% | -11.1% | -1.4% |
| YTD | +14.8% | +6.8% | +8.0% | +13.3% |
| 1Y | +30.1% | +31.1% | -1.0% | +25.1% |
| All | +64.7% | +13.0% | +51.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling