-1.7%
PEP vs DINO
+116.3%
-118.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.0% | +2.3% | -3.3% | -0.9% |
| 30D | -0.7% | +22.6% | -23.3% | +0.2% |
| 3M | -4.1% | +55.2% | -59.4% | -2.0% |
| 6M | -13.1% | +93.8% | -106.8% | -10.0% |
| YTD | -2.1% | +139.5% | -141.6% | +2.6% |
| 1Y | -1.7% | +115.3% | -117.0% | +2.9% |
| All | -1.7% | +116.3% | -118.0% | +2.9% |
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