+111.1%
DINO vs PENG
+118.5%
-7.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.9% |
| 7D | +5.7% | +4.5% | +1.2% | +5.5% |
| 30D | +27.8% | -7.1% | +34.9% | +28.1% |
| 3M | +45.6% | -27.3% | +72.9% | +45.6% |
| 6M | +88.5% | +169.6% | -81.1% | +90.5% |
| YTD | +134.1% | +164.6% | -30.5% | +135.1% |
| 1Y | +111.1% | +109.5% | +1.6% | +115.3% |
| All | +111.1% | +118.5% | -7.4% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling