-9.5%
DASH vs PBR
+486.0%
-495.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -4.5% | -1.0% | -3.5% | -4.4% |
| 30D | -6.8% | -29.3% | +22.5% | -2.8% |
| 3M | -20.7% | +5.5% | -26.2% | -21.7% |
| 6M | +15.1% | -2.9% | +17.9% | +14.6% |
| YTD | -24.3% | +61.5% | -85.7% | -31.4% |
| 1Y | -12.1% | +46.9% | -59.0% | -19.1% |
| 3Y | +91.1% | +66.4% | +24.6% | +69.6% |
| 5Y | -30.3% | +460.3% | -490.6% | -53.3% |
| All | -9.5% | +486.0% | -495.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling