+763.1%
PM vs DINO
+907.1%
-143.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -4.9% | +5.7% | -10.6% | -5.5% |
| 30D | -3.4% | +27.8% | -31.2% | -6.4% |
| 3M | +5.2% | +45.6% | -40.5% | +0.1% |
| 6M | +3.7% | +88.5% | -84.7% | -4.8% |
| YTD | +15.8% | +134.1% | -118.3% | +3.0% |
| 1Y | +17.4% | +111.1% | -93.7% | +5.7% |
| 3Y | +116.9% | +109.1% | +7.8% | +92.5% |
| 5Y | +117.3% | +307.2% | -189.9% | +71.7% |
| 10Y | +193.8% | +495.9% | -302.2% | +102.4% |
| All | +763.1% | +907.1% | -143.9% | +322.0% |
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