+31.1%
DASH vs PCOR
-10.3%
+41.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +0.4% | +22.7% | -22.3% | -10.1% |
| 30D | -6.0% | +37.5% | -43.5% | -20.8% |
| 3M | -15.8% | +35.2% | -50.9% | -29.2% |
| 6M | +7.0% | +42.2% | -35.3% | -13.4% |
| YTD | -20.7% | +3.6% | -24.2% | -25.6% |
| 1Y | -8.5% | -4.8% | -3.8% | -10.3% |
| 3Y | +101.8% | +48.3% | +53.4% | +33.4% |
| 5Y | -9.6% | -20.1% | +10.5% | -29.8% |
| All | +31.1% | -10.3% | +41.5% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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