+58.9%
DLTR vs PENG
+755.0%
-696.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.5% |
| 7D | -5.8% | +7.8% | -13.6% | -6.5% |
| 30D | -5.2% | -12.2% | +7.0% | -4.3% |
| 3M | +15.2% | -20.6% | +35.8% | +15.7% |
| 6M | +7.1% | +180.9% | -173.8% | -7.2% |
| YTD | +0.8% | +162.3% | -161.4% | -12.3% |
| 1Y | +24.8% | +107.3% | -82.5% | +10.8% |
| 3Y | +6.9% | +110.8% | -103.9% | -9.9% |
| 5Y | +33.2% | +117.8% | -84.6% | +8.6% |
| All | +58.9% | +755.0% | -696.1% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling