+7.4%
DASH vs PEG
+35.8%
-28.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | +2.2% | -2.4% | +4.6% | +3.0% |
| 3M | +32.3% | -4.8% | +37.1% | +34.3% |
| 6M | +19.1% | -10.7% | +29.8% | +23.3% |
| YTD | -6.5% | -6.7% | +0.2% | -5.3% |
| 1Y | -14.9% | -6.8% | -8.0% | -14.1% |
| 3Y | +151.9% | +34.5% | +117.5% | +116.1% |
| All | +7.4% | +35.8% | -28.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling