+208.8%
PM vs DINO
+491.7%
-282.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.2% |
| 7D | +1.9% | +1.5% | +0.5% | +1.8% |
| 30D | +1.9% | +25.9% | -24.0% | -0.5% |
| 3M | +4.6% | +53.2% | -48.6% | 0.0% |
| 6M | +11.7% | +105.5% | -93.8% | +3.3% |
| YTD | +20.4% | +139.2% | -118.9% | +9.1% |
| 1Y | +19.0% | +117.4% | -98.4% | +8.9% |
| 3Y | +130.4% | +99.3% | +31.1% | +110.6% |
| 5Y | +131.5% | +333.0% | -201.5% | +87.8% |
| All | +208.8% | +491.7% | -282.9% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling