+2,151.7%
PPL vs DINO
+17,946.0%
-15,794.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.4% | -15.5% | +15.9% | +2.6% |
| 30D | +5.4% | -16.0% | +21.4% | +7.6% |
| 3M | +4.3% | +17.9% | -13.7% | +1.6% |
| 6M | -1.3% | +38.5% | -39.9% | -6.2% |
| YTD | +4.7% | +115.8% | -111.1% | -6.8% |
| 1Y | +1.3% | +87.1% | -85.9% | -8.1% |
| 3Y | +57.2% | +96.5% | -39.3% | +39.4% |
| 5Y | +48.2% | +249.9% | -201.6% | +18.6% |
| 10Y | +62.7% | +472.9% | -410.1% | +13.7% |
| All | +2,151.7% | +17,946.0% | -15,794.3% | +883.0% |
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