-5.9%
DASH vs PEG
+59.1%
-65.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +2.6% | -5.3% | -3.4% |
| 30D | -9.3% | +3.3% | -12.6% | -10.0% |
| 3M | -15.1% | +1.1% | -16.1% | -15.4% |
| 6M | +8.7% | -1.4% | +10.2% | +8.9% |
| YTD | -21.3% | -4.6% | -16.7% | -21.0% |
| 1Y | -12.7% | -7.2% | -5.4% | -11.6% |
| 3Y | +103.8% | +33.7% | +70.0% | +85.4% |
| 5Y | -16.8% | +40.8% | -57.6% | -24.7% |
| All | -5.9% | +59.1% | -65.1% | -10.2% |
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