-16.0%
PCG vs DINO
+105.4%
-121.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.6% | +0.6% |
| 7D | +1.9% | -6.6% | +8.5% | +1.7% |
| 30D | +8.5% | -9.2% | +17.7% | +8.3% |
| 3M | -22.9% | +19.2% | -42.1% | -22.3% |
| 6M | -16.8% | +47.6% | -64.3% | -16.3% |
| YTD | -15.8% | +132.2% | -148.0% | -18.5% |
| 1Y | -16.0% | +102.0% | -118.0% | -16.9% |
| All | -16.0% | +105.4% | -121.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling