+83.0%
DLTR vs PENG
+720.8%
-637.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.9% | +0.6% |
| 7D | -2.8% | +1.9% | -4.7% | -3.2% |
| 30D | +21.5% | -37.8% | +59.3% | +25.3% |
| 3M | +11.6% | -14.1% | +25.7% | +11.2% |
| 6M | +58.7% | +13.1% | +45.6% | +50.2% |
| YTD | +16.2% | +151.8% | -135.6% | -0.1% |
| 1Y | +34.8% | +136.0% | -101.1% | +16.6% |
| 3Y | +25.3% | +217.9% | -192.7% | +1.0% |
| 5Y | +25.8% | +64.1% | -38.3% | +4.6% |
| All | +83.0% | +720.8% | -637.8% | +30.7% |
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