+474.3%
DINO vs PEGA
+180.6%
+293.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +1.5% | -5.3% | +6.8% | +2.4% |
| 30D | +25.9% | +8.3% | +17.6% | +23.8% |
| 3M | +53.2% | +8.9% | +44.2% | +49.5% |
| 6M | +105.5% | -19.7% | +125.2% | +111.2% |
| YTD | +139.2% | -39.9% | +179.1% | +158.3% |
| 1Y | +117.4% | -36.4% | +153.8% | +130.7% |
| 3Y | +99.3% | +52.8% | +46.5% | +65.2% |
| 5Y | +333.0% | -45.7% | +378.7% | +369.1% |
| All | +474.3% | +180.6% | +293.8% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling