+42.5%
DLTR vs PENG
+115.2%
-72.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.1% |
| 7D | +2.5% | +4.5% | -2.1% | +2.2% |
| 30D | +2.1% | -7.1% | +9.2% | +2.4% |
| 3M | +20.3% | -27.3% | +47.5% | +21.3% |
| 6M | +11.5% | +169.6% | -158.1% | -0.8% |
| YTD | +6.8% | +164.6% | -157.8% | -5.0% |
| 1Y | +31.1% | +109.5% | -78.4% | +18.4% |
| 3Y | +10.7% | +98.9% | -88.2% | -3.8% |
| All | +42.5% | +115.2% | -72.7% | +16.2% |
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 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