+48.8%
PFE vs DINO
+449.5%
-400.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +5.7% | -7.4% | -2.3% |
| 30D | +0.3% | -19.6% | +19.9% | +2.6% |
| 3M | +9.4% | +11.8% | -2.4% | +7.6% |
| 6M | +14.9% | +49.0% | -34.1% | +9.0% |
| YTD | +23.8% | +128.1% | -104.3% | +11.0% |
| 1Y | +19.5% | +96.3% | -76.8% | +9.1% |
| 3Y | +21.0% | +113.8% | -92.8% | +7.6% |
| 5Y | -23.9% | +252.7% | -276.5% | -38.0% |
| All | +48.8% | +449.5% | -400.7% | +14.4% |
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 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