+13.4%
PG vs DINO
+326.7%
-313.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | +2.3% | -3.1% | -0.7% |
| 30D | +0.8% | +22.6% | -21.8% | +1.3% |
| 3M | -1.3% | +55.2% | -56.6% | -0.2% |
| 6M | -3.8% | +93.8% | -97.6% | -2.3% |
| YTD | +3.6% | +139.5% | -135.9% | +5.5% |
| 1Y | -5.7% | +115.3% | -121.0% | -4.1% |
| 3Y | +1.6% | +98.8% | -97.2% | +2.6% |
| All | +13.4% | +326.7% | -313.3% | +19.7% |
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