+4.0%
PEP vs DINO
+260.8%
-256.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.2% |
| 7D | +1.1% | -2.7% | +3.8% | +1.1% |
| 30D | +13.6% | -17.2% | +30.9% | +14.0% |
| 3M | +5.1% | +18.9% | -13.8% | +4.6% |
| 6M | -1.6% | +40.6% | -42.2% | -2.4% |
| YTD | +3.3% | +125.9% | -122.6% | +1.0% |
| 1Y | +3.2% | +90.9% | -87.7% | +1.4% |
| 3Y | -3.9% | +113.4% | -117.3% | -6.9% |
| 5Y | +4.0% | +258.3% | -254.3% | +2.4% |
| All | +4.0% | +260.8% | -256.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling