+31.1%
DLTR vs PENG
+118.5%
-87.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.3% |
| 7D | +2.5% | +4.5% | -2.1% | +2.5% |
| 30D | +2.1% | -7.1% | +9.2% | +2.1% |
| 3M | +20.3% | -27.3% | +47.5% | +20.1% |
| 6M | +11.5% | +169.6% | -158.1% | -0.7% |
| YTD | +6.8% | +164.6% | -157.8% | -5.0% |
| 1Y | +31.1% | +109.5% | -78.4% | +12.8% |
| All | +31.1% | +118.5% | -87.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling