-11.1%
PCG vs DLTR
+6.7%
-17.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.6% | +9.3% | +3.9% |
| 7D | +5.4% | -5.8% | +11.2% | +5.7% |
| 30D | -15.1% | -5.2% | -9.9% | -14.9% |
| 3M | -9.8% | +15.2% | -25.0% | -10.3% |
| 6M | -18.0% | +7.1% | -25.1% | -18.2% |
| YTD | -7.2% | +0.8% | -8.1% | -7.3% |
| 1Y | +2.9% | +24.8% | -21.9% | +1.9% |
| 3Y | -11.1% | +6.9% | -18.0% | -14.4% |
| All | -11.1% | +6.7% | -17.8% | -14.4% |
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 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