-12.5%
PEP vs DINO
+106.4%
-118.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | +0.1% | +4.2% | -4.1% | 0.0% |
| 30D | +0.7% | +33.9% | -33.2% | +0.1% |
| 3M | -0.5% | +50.5% | -51.1% | -1.4% |
| 6M | -11.3% | +95.2% | -106.5% | -12.7% |
| YTD | -0.6% | +140.6% | -141.1% | -3.1% |
| 1Y | +1.7% | +119.0% | -117.3% | -0.6% |
| 3Y | -12.5% | +100.4% | -112.9% | -19.0% |
| All | -12.5% | +106.4% | -118.9% | -19.0% |
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 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