-76.4%
PCG vs DLTR
+85.5%
-161.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.2% | -2.8% | +0.6% | -1.9% |
| 30D | -0.5% | +21.5% | -22.0% | -3.7% |
| 3M | -24.0% | +11.6% | -35.6% | -25.5% |
| 6M | -18.6% | +58.7% | -77.4% | -24.9% |
| YTD | -17.7% | +16.2% | -33.8% | -20.4% |
| 1Y | -20.0% | +34.8% | -54.8% | -24.7% |
| 3Y | -20.2% | +25.3% | -45.5% | -25.8% |
| 5Y | +8.4% | +25.8% | -17.4% | -3.3% |
| 10Y | -76.4% | +83.7% | -160.0% | -81.4% |
| All | -76.4% | +85.5% | -161.9% | -81.4% |
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