+37.3%
PCAR vs DINO
+110.8%
-73.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | +2.9% | -10.7% | +13.6% | +4.8% |
| 30D | -2.1% | -17.8% | +15.6% | +1.0% |
| 3M | -20.4% | +23.3% | -43.7% | -24.4% |
| 6M | -7.0% | +39.6% | -46.5% | -14.5% |
| YTD | -2.6% | +121.6% | -124.2% | -22.4% |
| 1Y | +9.8% | +88.2% | -78.4% | -8.0% |
| 3Y | +37.3% | +114.4% | -77.2% | +5.5% |
| All | +37.3% | +110.8% | -73.6% | +5.5% |
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