+6.8%
DLTR vs PENG
+56.5%
-49.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -2.0% |
| 7D | +5.3% | +13.2% | -7.9% | +4.6% |
| 30D | +13.4% | -29.9% | +43.3% | +15.1% |
| 3M | +6.6% | -22.2% | +28.8% | +6.9% |
| 6M | +59.1% | -1.9% | +61.0% | +53.4% |
| YTD | +12.3% | +142.1% | -129.9% | -2.0% |
| 1Y | +33.9% | +151.5% | -117.7% | +16.4% |
| 3Y | +23.0% | +206.9% | -183.9% | +0.5% |
| All | +6.8% | +56.5% | -49.7% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling