+75.7%
PEP vs DINO
+491.7%
-416.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.4% | +1.5% | -2.8% | -1.5% |
| 30D | -0.2% | +25.9% | -26.1% | -1.6% |
| 3M | -4.3% | +53.2% | -57.5% | -6.8% |
| 6M | -13.2% | +105.5% | -118.7% | -17.1% |
| YTD | -1.9% | +139.2% | -141.1% | -7.4% |
| 1Y | -0.3% | +117.4% | -117.7% | -5.5% |
| 3Y | -13.6% | +99.3% | -112.9% | -18.3% |
| 5Y | +3.4% | +333.0% | -329.6% | -8.8% |
| All | +75.7% | +491.7% | -416.0% | +50.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling