+22.9%
DLTR vs PENG
+106.3%
-83.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.6% |
| 7D | -10.2% | +7.3% | -17.5% | -10.3% |
| 30D | -8.5% | -7.5% | -1.0% | -8.5% |
| 3M | +5.6% | -17.2% | +22.8% | +4.9% |
| 6M | +2.2% | +176.7% | -174.6% | -9.0% |
| YTD | -3.8% | +161.0% | -164.8% | -14.1% |
| 1Y | +22.9% | +108.8% | -85.9% | +6.1% |
| All | +22.9% | +106.3% | -83.4% | +6.1% |
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