-5.1%
DASH vs PEG
+55.8%
-60.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.2% | -9.4% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -7.1% | +1.9% | -9.0% | -7.5% |
| 3M | -13.2% | -2.3% | -10.8% | -12.7% |
| 6M | +8.3% | -6.7% | +15.0% | +10.0% |
| YTD | -20.6% | -6.6% | -14.0% | -19.8% |
| 1Y | -24.4% | -5.3% | -19.1% | -24.2% |
| 3Y | +94.5% | +26.8% | +67.7% | +79.5% |
| 5Y | -9.4% | +34.7% | -44.1% | -18.1% |
| All | -5.1% | +55.8% | -60.8% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling