+432.4%
DINO vs PBF
+260.7%
+171.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.2% |
| 7D | +5.7% | +6.5% | -0.8% | +2.4% |
| 30D | -19.6% | -20.0% | +0.4% | -10.3% |
| 3M | +11.8% | -3.3% | +15.1% | +12.7% |
| 6M | +49.0% | +76.8% | -27.8% | +10.0% |
| YTD | +128.1% | +168.9% | -40.8% | +33.9% |
| 1Y | +96.3% | +96.4% | -0.1% | +33.8% |
| 3Y | +113.8% | +77.2% | +36.6% | +43.1% |
| 5Y | +252.7% | +417.7% | -165.1% | +30.1% |
| All | +432.4% | +260.7% | +171.6% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling