+116.4%
PCAR vs DINO
+253.3%
-136.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.2% |
| 7D | +2.9% | -10.7% | +13.6% | +4.9% |
| 30D | -2.1% | -17.8% | +15.6% | +1.1% |
| 3M | -20.4% | +23.3% | -43.7% | -24.1% |
| 6M | -7.0% | +39.6% | -46.5% | -13.9% |
| YTD | -2.6% | +121.6% | -124.2% | -19.7% |
| 1Y | +9.8% | +88.2% | -78.4% | -6.0% |
| 3Y | +37.3% | +114.4% | -77.2% | +9.9% |
| 5Y | +116.4% | +248.7% | -132.3% | +58.8% |
| All | +116.4% | +253.3% | -136.8% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling