+252.4%
DINO vs PENG
+56.5%
+195.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.6% |
| 7D | +5.7% | +13.2% | -7.5% | +4.2% |
| 30D | -19.6% | -29.9% | +10.4% | -17.1% |
| 3M | +11.8% | -22.2% | +34.0% | +13.2% |
| 6M | +49.0% | -1.9% | +50.8% | +43.4% |
| YTD | +128.1% | +142.1% | -14.0% | +93.4% |
| 1Y | +96.3% | +151.5% | -55.2% | +65.3% |
| 3Y | +113.8% | +206.9% | -93.2% | +65.6% |
| All | +252.4% | +56.5% | +195.8% | +170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling