+14.0%
DLTR vs PENG
+184.4%
-170.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.4% | -17.3% | -5.2% |
| 7D | -2.0% | -19.4% | +17.4% | -1.7% |
| 30D | +12.8% | -42.4% | +55.2% | +14.1% |
| 3M | +1.1% | -25.6% | +26.8% | +1.1% |
| 6M | +35.9% | +7.3% | +28.6% | +29.3% |
| YTD | +6.6% | +113.9% | -107.2% | -5.3% |
| 1Y | +28.6% | +93.6% | -65.0% | +15.0% |
| 3Y | +14.0% | +170.2% | -156.2% | -13.1% |
| All | +14.0% | +184.4% | -170.3% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling