+75.8%
DLTR vs PENG
+661.7%
-585.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.3% | -4.6% | +3.9% |
| 7D | -1.0% | -3.8% | +2.8% | -1.1% |
| 30D | +15.7% | -40.1% | +55.8% | +19.6% |
| 3M | +4.8% | -21.8% | +26.6% | +5.3% |
| 6M | +45.6% | +3.3% | +42.3% | +38.9% |
| YTD | +11.6% | +133.6% | -122.1% | -3.5% |
| 1Y | +29.8% | +110.7% | -80.9% | +13.4% |
| 3Y | +20.8% | +204.3% | -183.5% | -2.3% |
| 5Y | +23.5% | +54.4% | -30.9% | +3.1% |
| All | +75.8% | +661.7% | -585.9% | +26.3% |
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