-22.2%
PFE vs DINO
+313.0%
-335.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.5% |
| 7D | -2.7% | +4.2% | -6.8% | -2.9% |
| 30D | +3.8% | +33.9% | -30.0% | +2.1% |
| 3M | +10.4% | +50.5% | -40.2% | +7.7% |
| 6M | +6.3% | +95.2% | -88.9% | +1.8% |
| YTD | +17.4% | +140.6% | -123.2% | +10.7% |
| 1Y | +21.1% | +119.0% | -97.8% | +14.9% |
| 3Y | -1.6% | +100.4% | -102.0% | -8.2% |
| 5Y | -22.2% | +324.6% | -346.7% | -24.7% |
| All | -22.2% | +313.0% | -335.2% | -24.7% |
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