+9.0%
PCG vs DLTR
+26.4%
-17.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.5% |
| 7D | -0.5% | +5.0% | -5.5% | -0.9% |
| 30D | +0.8% | +18.7% | -17.9% | -0.7% |
| 3M | -22.0% | +8.9% | -30.9% | -22.7% |
| 6M | -17.1% | +49.4% | -66.5% | -19.8% |
| YTD | -16.9% | +14.5% | -31.3% | -18.0% |
| 1Y | -19.1% | +32.5% | -51.6% | -21.2% |
| 3Y | -19.4% | +23.4% | -42.9% | -21.5% |
| 5Y | +9.0% | +26.2% | -17.2% | +3.8% |
| All | +9.0% | +26.4% | -17.4% | +3.8% |
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 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