+6.9%
DLTR vs PENG
+111.6%
-104.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.6% |
| 7D | -5.8% | +7.8% | -13.6% | -6.1% |
| 30D | -5.2% | -12.2% | +7.0% | -4.8% |
| 3M | +15.2% | -20.6% | +35.8% | +15.3% |
| 6M | +7.1% | +180.9% | -173.8% | -3.0% |
| YTD | +0.8% | +162.3% | -161.4% | -8.4% |
| 1Y | +24.8% | +107.3% | -82.5% | +14.6% |
| 3Y | +6.9% | +110.8% | -103.9% | -6.2% |
| All | +6.9% | +111.6% | -104.7% | -6.2% |
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