+324.6%
DINO vs PEGA
-47.9%
+372.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +6.9% | +3.2% |
| 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% | +99.2% |
| YTD | +140.6% | -39.8% | +180.3% | +150.9% |
| 1Y | +119.0% | -37.4% | +156.4% | +126.8% |
| 3Y | +100.4% | +53.1% | +47.2% | +84.2% |
| 5Y | +324.6% | -47.2% | +371.8% | +405.6% |
| All | +324.6% | -47.9% | +372.5% | +405.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling