+443.0%
DINO vs PENG
+762.7%
-319.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.7% |
| 7D | +5.7% | +4.5% | +1.2% | +4.9% |
| 30D | +27.8% | -7.1% | +34.9% | +28.9% |
| 3M | +45.6% | -27.3% | +72.9% | +48.9% |
| 6M | +88.5% | +169.6% | -81.1% | +52.2% |
| YTD | +134.1% | +164.6% | -30.5% | +88.6% |
| 1Y | +111.1% | +109.5% | +1.6% | +75.6% |
| 3Y | +109.1% | +98.9% | +10.2% | +62.0% |
| 5Y | +307.2% | +116.3% | +190.9% | +197.1% |
| All | +443.0% | +762.7% | -319.7% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling