+432.4%
DINO vs PFGC
+351.0%
+81.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +5.7% | +3.4% | +2.3% | +4.7% |
| 30D | -19.6% | +16.9% | -36.5% | -23.5% |
| 3M | +11.8% | +6.4% | +5.4% | +8.9% |
| 6M | +49.0% | +16.0% | +33.0% | +40.8% |
| YTD | +128.1% | +23.6% | +104.5% | +109.0% |
| 1Y | +96.3% | +16.6% | +79.7% | +82.9% |
| 3Y | +113.8% | +82.3% | +31.5% | +73.4% |
| 5Y | +252.7% | +138.7% | +114.0% | +155.2% |
| All | +432.4% | +351.0% | +81.4% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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