+408.7%
DINO vs PENG
+644.0%
-235.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -12.9% | -16.1% | +3.2% | -10.9% |
| 30D | -18.6% | -41.5% | +22.9% | -12.8% |
| 3M | +16.6% | -19.1% | +35.7% | +17.9% |
| 6M | +38.2% | +0.9% | +37.2% | +30.4% |
| YTD | +119.3% | +128.2% | -8.9% | +77.4% |
| 1Y | +84.3% | +98.6% | -14.3% | +52.3% |
| 3Y | +107.1% | +188.2% | -81.1% | +50.8% |
| 5Y | +249.9% | +55.5% | +194.4% | +167.1% |
| All | +408.7% | +644.0% | -235.3% | +213.5% |
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