-9.5%
DASH vs PEG
+61.7%
-71.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.0% |
| 7D | -4.5% | +4.5% | -9.0% | -5.6% |
| 30D | -6.8% | +7.5% | -14.3% | -8.5% |
| 3M | -20.7% | +0.8% | -21.5% | -20.9% |
| 6M | +15.1% | 0.0% | +15.0% | +14.7% |
| YTD | -24.3% | -3.0% | -21.2% | -24.3% |
| 1Y | -12.1% | -4.7% | -7.4% | -11.7% |
| 3Y | +91.1% | +36.5% | +54.6% | +72.9% |
| 5Y | -30.3% | +44.4% | -74.6% | -37.0% |
| All | -9.5% | +61.7% | -71.2% | -14.0% |
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