-14.9%
DASH vs PCG
-6.6%
-8.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.1% | -4.3% |
| 7D | -10.6% | -13.9% | +3.3% | -11.5% |
| 30D | +2.2% | -16.9% | +19.0% | +0.5% |
| 3M | +32.3% | -14.7% | +47.0% | +31.4% |
| 6M | +19.1% | -23.8% | +42.9% | +14.7% |
| YTD | -6.5% | -10.5% | +4.0% | -4.9% |
| 1Y | -14.9% | -5.1% | -9.8% | -12.1% |
| All | -14.9% | -6.6% | -8.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling