+50.7%
PFE vs DINO
+447.4%
-396.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | 0.0% |
| 7D | -3.0% | -2.7% | -0.2% | -2.7% |
| 30D | +5.2% | -17.2% | +22.4% | +7.2% |
| 3M | +12.2% | +18.9% | -6.7% | +9.6% |
| 6M | +17.8% | +40.6% | -22.8% | +12.5% |
| YTD | +26.2% | +125.9% | -99.7% | +13.3% |
| 1Y | +23.2% | +90.9% | -67.8% | +12.8% |
| 3Y | +21.3% | +113.4% | -92.1% | +7.8% |
| 5Y | -23.1% | +258.3% | -281.4% | -37.5% |
| 10Y | +50.7% | +446.1% | -395.4% | +16.8% |
| All | +50.7% | +447.4% | -396.7% | +16.8% |
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 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