+35.6%
PFE vs DINO
+105.4%
-69.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.8% | +10.4% | +2.3% |
| 7D | +4.6% | -6.6% | +11.2% | +4.3% |
| 30D | +12.3% | -9.2% | +21.6% | +11.9% |
| 3M | +21.2% | +19.2% | +1.9% | +21.3% |
| 6M | +21.1% | +47.6% | -26.5% | +21.3% |
| YTD | +30.0% | +132.2% | -102.2% | +27.3% |
| 1Y | +35.6% | +102.0% | -66.4% | +34.8% |
| All | +35.6% | +105.4% | -69.8% | +34.8% |
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