-5.2%
DASH vs PFG
+166.0%
-171.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +1.1% |
| 30D | -6.0% | +2.0% | -8.1% | -6.8% |
| 3M | -15.8% | -3.2% | -12.6% | -14.3% |
| 6M | +7.0% | +10.9% | -4.0% | +0.5% |
| YTD | -20.7% | +28.8% | -49.5% | -31.4% |
| 1Y | -8.5% | +39.2% | -47.7% | -24.4% |
| 3Y | +101.8% | +75.0% | +26.7% | +40.7% |
| 5Y | -9.6% | +91.9% | -101.5% | -39.3% |
| All | -5.2% | +166.0% | -171.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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