+124.3%
PM vs DINO
+106.4%
+17.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.5% | +1.2% |
| 7D | -1.3% | +4.2% | -5.5% | -1.3% |
| 30D | -2.6% | +33.9% | -36.4% | -2.6% |
| 3M | +5.8% | +50.5% | -44.8% | +5.7% |
| 6M | +10.6% | +95.2% | -84.6% | +10.4% |
| YTD | +17.2% | +140.6% | -123.4% | +16.3% |
| 1Y | +17.6% | +119.0% | -101.3% | +17.1% |
| 3Y | +124.3% | +100.4% | +23.9% | +125.6% |
| All | +124.3% | +106.4% | +17.8% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling