+61.8%
PCG vs DLTR
+34.4%
+27.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.6% | +9.3% | +4.0% |
| 7D | +5.4% | -5.8% | +11.2% | +5.8% |
| 30D | -15.1% | -5.2% | -9.9% | -14.8% |
| 3M | -9.8% | +15.2% | -25.0% | -10.7% |
| 6M | -18.0% | +7.1% | -25.1% | -18.5% |
| YTD | -7.2% | +0.8% | -8.1% | -7.5% |
| 1Y | +2.9% | +24.8% | -21.9% | +0.9% |
| 3Y | -11.1% | +6.9% | -18.0% | -12.1% |
| 5Y | +61.8% | +33.2% | +28.5% | +70.6% |
| All | +61.8% | +34.4% | +27.4% | +70.6% |
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