-6.0%
PCAR vs DINO
+36.1%
-42.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | +3.5% | -12.9% | +16.3% | +2.9% |
| 30D | -2.3% | -18.6% | +16.3% | -2.8% |
| 3M | -19.3% | +16.6% | -36.0% | -19.1% |
| All | -6.0% | +36.1% | -42.1% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling