-20.2%
PFE vs DINO
+253.3%
-273.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | -4.7% | -10.7% | +6.0% | -4.2% |
| 30D | +3.4% | -17.8% | +21.1% | +4.3% |
| 3M | +9.2% | +23.3% | -14.1% | +7.7% |
| 6M | +15.8% | +39.6% | -23.7% | +13.1% |
| YTD | +23.4% | +121.6% | -98.1% | +16.6% |
| 1Y | +25.8% | +88.2% | -62.4% | +20.2% |
| 3Y | +17.8% | +114.4% | -96.6% | +9.3% |
| 5Y | -20.2% | +248.7% | -268.9% | -21.6% |
| All | -20.2% | +253.3% | -273.5% | -21.6% |
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