+111.7%
DINO vs PENG
+222.1%
-110.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +2.0% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | -17.2% | -37.8% | +20.5% | -14.5% |
| 3M | +18.9% | -14.1% | +33.0% | +19.0% |
| 6M | +40.6% | +13.1% | +27.5% | +34.3% |
| YTD | +125.9% | +151.8% | -25.8% | +96.6% |
| 1Y | +90.9% | +136.0% | -45.1% | +67.3% |
| All | +111.7% | +222.1% | -110.4% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling