-75.3%
PCG vs DLTR
+45.2%
-120.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.5% |
| 7D | +6.5% | -10.2% | +16.7% | +8.2% |
| 30D | -16.7% | -8.5% | -8.2% | -15.6% |
| 3M | -14.2% | +5.6% | -19.7% | -15.0% |
| 6M | -21.5% | +2.2% | -23.6% | -22.2% |
| YTD | -11.2% | -3.8% | -7.4% | -11.3% |
| 1Y | -4.2% | +22.9% | -27.1% | -8.5% |
| 3Y | -14.9% | +2.0% | -16.9% | -18.0% |
| 5Y | +54.2% | +29.8% | +24.4% | +33.4% |
| 10Y | -75.3% | +45.0% | -120.4% | -80.0% |
| All | -75.3% | +45.2% | -120.6% | -80.0% |
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