+168.2%
PCAR vs DLTR
+34.4%
+133.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.9% | -1.0% |
| 7D | 0.0% | -5.8% | +5.9% | +0.9% |
| 30D | -7.7% | -5.2% | -2.5% | -7.1% |
| 3M | +3.7% | +15.2% | -11.5% | +1.4% |
| 6M | +2.3% | +7.1% | -4.8% | +0.7% |
| YTD | +12.8% | +0.8% | +12.0% | +11.8% |
| 1Y | +27.8% | +24.8% | +3.0% | +22.6% |
| 3Y | +61.8% | +6.9% | +54.9% | +56.6% |
| 5Y | +168.2% | +33.2% | +135.0% | +158.1% |
| All | +168.2% | +34.4% | +133.8% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling