+104.3%
PBR vs DINO
+97.4%
+6.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +4.2% | +1.5% | +2.8% | +3.7% |
| 30D | +22.7% | +25.9% | -3.2% | +13.4% |
| 3M | +21.5% | +53.2% | -31.7% | +4.6% |
| 6M | +24.0% | +105.5% | -81.5% | -3.5% |
| YTD | +88.2% | +139.2% | -51.0% | +37.0% |
| 1Y | +74.8% | +117.4% | -42.6% | +31.4% |
| All | +104.3% | +97.4% | +6.9% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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