+13,149.2%
PGR vs DLTR
+10,457.1%
+2,692.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.6% | -10.1% | +9.5% | +0.8% |
| 30D | +4.9% | -8.1% | +13.1% | +6.1% |
| 3M | +7.6% | +2.9% | +4.8% | +7.1% |
| 6M | +8.3% | +4.3% | +3.9% | +6.8% |
| YTD | +1.7% | -3.9% | +5.7% | +1.3% |
| 1Y | -6.8% | +18.9% | -25.7% | -10.2% |
| 3Y | +73.4% | +1.9% | +71.5% | +66.2% |
| 5Y | +161.2% | +31.0% | +130.2% | +135.2% |
| 10Y | +819.5% | +44.8% | +774.7% | +685.6% |
| All | +13,149.2% | +10,457.1% | +2,692.1% | +6,843.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling