+13,096.5%
PCAR vs DINO
+18,790.9%
-5,694.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.7% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +0.3% | -17.2% | +17.6% | +4.4% |
| 3M | -17.9% | +18.9% | -36.8% | -21.8% |
| 6M | -3.4% | +40.6% | -44.0% | -12.0% |
| YTD | -0.1% | +125.9% | -126.0% | -19.6% |
| 1Y | +13.4% | +90.9% | -77.5% | -5.1% |
| 3Y | +37.2% | +113.4% | -76.2% | +9.6% |
| 5Y | +117.3% | +258.3% | -141.0% | +48.1% |
| 10Y | +295.0% | +446.1% | -151.2% | +116.6% |
| All | +13,096.5% | +18,790.9% | -5,694.4% | +3,529.0% |
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 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