+17,964.2%
DINO vs PEGA
+1,209.2%
+16,755.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +5.7% | +3.3% | +2.4% | +5.4% |
| 30D | +27.8% | +17.7% | +10.1% | +25.9% |
| 3M | +45.6% | +5.8% | +39.8% | +44.4% |
| 6M | +88.5% | -20.3% | +108.7% | +91.0% |
| YTD | +134.1% | -37.1% | +171.3% | +141.4% |
| 1Y | +111.1% | -30.2% | +141.3% | +115.2% |
| 3Y | +109.1% | +48.1% | +61.0% | +96.0% |
| 5Y | +307.2% | -46.8% | +354.0% | +307.7% |
| 10Y | +495.9% | +191.3% | +304.6% | +421.4% |
| All | +17,964.2% | +1,209.2% | +16,755.0% | +13,841.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling