-5.8%
DASH vs PBF
+407.7%
-413.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.5% |
| 7D | -4.8% | -7.4% | +2.6% | -4.4% |
| 30D | -7.9% | -17.5% | +9.6% | -7.0% |
| 3M | -16.3% | +13.1% | -29.4% | -17.5% |
| 6M | +10.4% | +72.6% | -62.2% | +5.0% |
| YTD | -20.1% | +161.2% | -181.3% | -27.8% |
| 1Y | -11.4% | +93.3% | -104.8% | -17.5% |
| 3Y | +114.1% | +80.7% | +33.4% | +92.9% |
| 5Y | -5.8% | +396.1% | -401.9% | -28.1% |
| All | -5.8% | +407.7% | -413.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 5y: compounded portfolio wealth divided by compounded PBF 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…
5y analysis · Full analysis span regression · 6 months rolling