+100.4%
DINO vs PEGA
+48.1%
+52.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +6.9% | +3.1% |
| 7D | +4.2% | -2.4% | +6.6% | +4.4% |
| 30D | +33.9% | +9.6% | +24.2% | +32.5% |
| 3M | +50.5% | +2.3% | +48.2% | +49.6% |
| 6M | +95.2% | -23.9% | +119.1% | +99.4% |
| YTD | +140.6% | -39.8% | +180.3% | +152.1% |
| 1Y | +119.0% | -37.4% | +156.4% | +127.6% |
| 3Y | +100.4% | +53.1% | +47.2% | +73.3% |
| All | +100.4% | +48.1% | +52.3% | +73.3% |
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 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