-21.0%
PCG vs DINO
+93.6%
-114.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.6% | -15.5% | +13.9% | -1.0% |
| 30D | +1.4% | -16.0% | +17.4% | +2.0% |
| 3M | -23.4% | +17.9% | -41.3% | -24.1% |
| 6M | -19.4% | +38.5% | -57.9% | -21.0% |
| YTD | -18.5% | +115.8% | -134.3% | -23.0% |
| 1Y | -19.5% | +87.1% | -106.7% | -23.1% |
| 3Y | -21.0% | +96.5% | -117.5% | -26.5% |
| All | -21.0% | +93.6% | -114.5% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling