+12,304.7%
PCAR vs DINO
+17,945.9%
-5,641.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +0.1% | -15.5% | +15.6% | +3.8% |
| 30D | -4.6% | -16.0% | +11.4% | -1.1% |
| 3M | -22.6% | +17.9% | -40.5% | -26.1% |
| 6M | -12.0% | +38.5% | -50.5% | -19.6% |
| YTD | -6.1% | +115.8% | -121.9% | -23.7% |
| 1Y | +6.3% | +87.1% | -80.8% | -10.7% |
| 3Y | +31.8% | +96.5% | -64.7% | +7.3% |
| 5Y | +104.2% | +249.9% | -145.7% | +39.8% |
| 10Y | +302.9% | +472.9% | -169.9% | +117.8% |
| All | +12,304.7% | +17,945.9% | -5,641.3% | +3,347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling