-4.5%
DASH vs PEG
+59.9%
-64.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.1% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | -7.9% | +3.8% | -11.7% | -8.8% |
| 3M | -16.3% | +0.1% | -16.4% | -16.4% |
| 6M | +10.4% | -1.0% | +11.4% | +10.4% |
| YTD | -20.1% | -4.1% | -16.0% | -19.9% |
| 1Y | -11.4% | -6.9% | -4.6% | -10.4% |
| 3Y | +114.1% | +35.6% | +78.4% | +94.1% |
| 5Y | -5.8% | +42.8% | -48.5% | -14.6% |
| All | -4.5% | +59.9% | -64.4% | -9.0% |
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