+2,090.1%
PPL vs DINO
+19,474.2%
-17,384.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.7% | +5.7% | -3.1% | +1.9% |
| 30D | +0.5% | +27.8% | -27.4% | -2.9% |
| 3M | +0.7% | +45.6% | -45.0% | -4.6% |
| 6M | -7.6% | +88.5% | -96.1% | -15.7% |
| YTD | +1.8% | +134.1% | -132.3% | -10.0% |
| 1Y | -0.8% | +111.1% | -111.9% | -11.2% |
| 3Y | +56.9% | +109.1% | -52.2% | +38.2% |
| 5Y | +39.5% | +307.2% | -267.7% | +9.5% |
| 10Y | +55.4% | +495.9% | -440.5% | +8.1% |
| All | +2,090.1% | +19,474.2% | -17,384.2% | +848.9% |
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