-9.4%
DASH vs PCG
+14.4%
-23.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -9.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.6% |
| 30D | -7.1% | +5.8% | -12.9% | -8.6% |
| 3M | -13.2% | -22.8% | +9.6% | -7.3% |
| 6M | +8.3% | -18.4% | +26.7% | +12.9% |
| YTD | -20.6% | -16.9% | -3.7% | -18.7% |
| 1Y | -24.4% | -17.6% | -6.8% | -22.6% |
| 3Y | +94.5% | -20.0% | +114.5% | +94.2% |
| 5Y | -9.4% | +16.0% | -25.5% | -30.3% |
| All | -9.4% | +14.4% | -23.8% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling