+153.0%
DASH vs PCOR
-14.4%
+167.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.4% | -3.4% |
| 7D | -10.6% | -9.0% | -1.6% | -8.1% |
| 30D | +2.2% | +4.2% | -2.0% | +0.7% |
| 3M | +32.3% | +14.4% | +17.9% | +26.2% |
| 6M | +19.1% | +0.2% | +18.9% | +17.1% |
| YTD | -6.5% | -20.3% | +13.7% | -3.6% |
| 1Y | -14.9% | -16.1% | +1.2% | -14.0% |
| All | +153.0% | -14.4% | +167.4% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling