+131.2%
PNC vs DLTR
+1.4%
+129.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | -10.1% | +9.5% | +0.8% |
| 30D | -4.4% | -8.1% | +3.7% | -3.4% |
| 3M | +5.2% | +2.9% | +2.4% | +4.6% |
| 6M | +20.6% | +4.3% | +16.3% | +19.2% |
| YTD | +19.8% | -3.9% | +23.7% | +19.5% |
| 1Y | +24.4% | +18.9% | +5.5% | +19.9% |
| 3Y | +131.2% | +1.9% | +129.3% | +112.7% |
| All | +131.2% | +1.4% | +129.8% | +112.7% |
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