-5.1%
PCG vs DLTR
+29.2%
-34.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | +2.5% | -16.3% | -14.0% |
| 30D | -16.9% | +2.1% | -18.9% | -17.0% |
| 3M | -14.7% | +20.3% | -35.0% | -15.6% |
| 6M | -23.8% | +11.5% | -35.3% | -23.7% |
| YTD | -10.5% | +6.8% | -17.3% | -10.1% |
| 1Y | -5.1% | +31.1% | -36.2% | -7.8% |
| All | -5.1% | +29.2% | -34.4% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling