+413.9%
DINO vs PENG
+661.7%
-247.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.6% | +1.2% |
| 7D | -10.7% | -3.8% | -6.9% | -10.6% |
| 30D | -17.8% | -40.1% | +22.3% | -12.2% |
| 3M | +23.3% | -21.8% | +45.1% | +25.3% |
| 6M | +39.6% | +3.3% | +36.2% | +31.2% |
| YTD | +121.6% | +133.6% | -12.1% | +78.5% |
| 1Y | +88.2% | +110.7% | -22.5% | +54.0% |
| 3Y | +114.4% | +204.3% | -89.9% | +54.7% |
| 5Y | +248.7% | +54.4% | +194.3% | +166.8% |
| All | +413.9% | +661.7% | -247.8% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling