+75.7%
PEP vs DINO
+494.0%
-418.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -1.7% | +2.0% | -3.6% | -1.8% |
| 30D | +0.3% | +27.7% | -27.4% | -1.2% |
| 3M | -3.2% | +56.3% | -59.5% | -5.9% |
| 6M | -13.6% | +107.6% | -121.1% | -17.6% |
| YTD | -1.9% | +140.2% | -142.0% | -7.4% |
| 1Y | -0.6% | +113.0% | -113.6% | -5.6% |
| 3Y | -13.6% | +100.1% | -113.7% | -18.3% |
| 5Y | +3.2% | +328.7% | -325.5% | -8.9% |
| All | +75.7% | +494.0% | -418.3% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling