+33.0%
DLTR vs PENG
+136.5%
-103.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.1% |
| 7D | +2.4% | +34.6% | -32.2% | +3.3% |
| 30D | +21.5% | -35.9% | +57.4% | +21.0% |
| 3M | +9.8% | -14.7% | +24.5% | +9.4% |
| 6M | +58.6% | +13.5% | +45.1% | +51.9% |
| YTD | +14.8% | +156.1% | -141.3% | -2.2% |
| 1Y | +33.0% | +141.3% | -108.3% | +15.1% |
| All | +33.0% | +136.5% | -103.5% | +15.1% |
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