-5.2%
DASH vs PCG
+7.6%
-12.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.4% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | -6.0% | +1.4% | -7.5% | -6.4% |
| 3M | -15.8% | -23.4% | +7.6% | -10.2% |
| 6M | +7.0% | -19.4% | +26.3% | +11.7% |
| YTD | -20.7% | -18.5% | -2.2% | -18.3% |
| 1Y | -8.5% | -19.5% | +11.0% | -5.6% |
| 3Y | +101.8% | -21.0% | +122.8% | +103.9% |
| 5Y | -9.6% | +13.7% | -23.3% | -22.8% |
| All | -5.2% | +7.6% | -12.7% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling