-5.9%
DASH vs PEG
+58.3%
-64.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -10.2% | +1.5% | -11.7% | -10.6% |
| 30D | -8.2% | +5.0% | -13.2% | -9.3% |
| 3M | -15.9% | -0.3% | -15.6% | -15.9% |
| 6M | +13.3% | -2.7% | +16.0% | +13.8% |
| YTD | -21.3% | -5.1% | -16.2% | -20.9% |
| 1Y | -11.1% | -8.3% | -2.9% | -9.8% |
| 3Y | +103.8% | +33.0% | +70.8% | +85.7% |
| 5Y | -21.6% | +41.3% | -62.9% | -28.8% |
| All | -5.9% | +58.3% | -64.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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