+476.6%
DINO vs PEGA
+175.1%
+301.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +2.0% | -6.1% | +8.1% | +3.1% |
| 30D | +27.7% | +6.4% | +21.3% | +26.0% |
| 3M | +56.3% | +2.9% | +53.4% | +54.2% |
| 6M | +107.6% | -23.8% | +131.4% | +115.5% |
| YTD | +140.2% | -41.1% | +181.2% | +160.2% |
| 1Y | +113.0% | -38.2% | +151.2% | +127.4% |
| 3Y | +100.1% | +49.8% | +50.2% | +66.4% |
| 5Y | +328.7% | -48.0% | +376.8% | +370.6% |
| All | +476.6% | +175.1% | +301.4% | +316.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling