+474.3%
DINO vs PFG
+247.4%
+226.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | +1.5% | -3.0% | +4.5% | +3.6% |
| 30D | +25.9% | +2.5% | +23.4% | +23.3% |
| 3M | +53.2% | +6.1% | +47.1% | +45.8% |
| 6M | +105.5% | +31.3% | +74.2% | +66.4% |
| YTD | +139.2% | +33.6% | +105.7% | +90.9% |
| 1Y | +117.4% | +48.5% | +68.9% | +59.4% |
| 3Y | +99.3% | +69.6% | +29.7% | +30.3% |
| 5Y | +333.0% | +111.5% | +221.5% | +129.4% |
| All | +474.3% | +247.4% | +226.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling