+3,280.0%
PFE vs DINO
+19,474.2%
-16,194.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | +1.8% | +5.7% | -4.0% | +1.1% |
| 30D | +10.2% | +27.8% | -17.6% | +7.0% |
| 3M | +12.7% | +45.6% | -33.0% | +7.5% |
| 6M | +10.5% | +88.5% | -77.9% | +1.9% |
| YTD | +20.2% | +134.1% | -114.0% | +7.6% |
| 1Y | +24.1% | +111.1% | -87.0% | +12.4% |
| 3Y | -3.6% | +109.1% | -112.7% | -13.8% |
| 5Y | -20.9% | +307.2% | -328.0% | -36.3% |
| 10Y | +35.8% | +495.9% | -460.1% | -1.9% |
| All | +3,280.0% | +19,474.2% | -16,194.3% | +1,672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling