+107.1%
DINO vs PEGA
+44.0%
+63.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -12.9% | -8.2% | -4.7% | -12.2% |
| 30D | -18.6% | -11.6% | -7.0% | -17.7% |
| 3M | +16.6% | -4.2% | +20.8% | +16.7% |
| 6M | +38.2% | -12.0% | +50.1% | +39.0% |
| YTD | +119.3% | -46.9% | +166.2% | +132.3% |
| 1Y | +84.3% | -47.0% | +131.3% | +95.0% |
| 3Y | +107.1% | +40.9% | +66.3% | +83.9% |
| All | +107.1% | +44.0% | +63.1% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling