+3,372.6%
PFE vs DINO
+18,425.0%
-15,052.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.9% |
| 7D | -4.7% | -10.7% | +6.0% | -3.5% |
| 30D | +3.4% | -17.8% | +21.1% | +5.6% |
| 3M | +9.2% | +23.3% | -14.1% | +6.2% |
| 6M | +15.8% | +39.6% | -23.7% | +10.6% |
| YTD | +23.4% | +121.6% | -98.1% | +11.0% |
| 1Y | +25.8% | +88.2% | -62.4% | +15.3% |
| 3Y | +17.8% | +114.4% | -96.6% | +4.8% |
| 5Y | -20.2% | +248.7% | -268.9% | -34.6% |
| 10Y | +49.6% | +430.9% | -381.3% | +9.4% |
| All | +3,372.6% | +18,425.0% | -15,052.4% | +1,727.5% |
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