-4.5%
DASH vs PFG
+176.7%
-181.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.5% |
| 7D | -4.8% | +2.3% | -7.1% | -5.8% |
| 30D | -7.9% | +7.6% | -15.5% | -11.3% |
| 3M | -16.3% | +2.5% | -18.9% | -17.6% |
| 6M | +10.4% | +16.6% | -6.2% | +0.9% |
| YTD | -20.1% | +34.1% | -54.2% | -32.4% |
| 1Y | -11.4% | +44.1% | -55.5% | -28.2% |
| 3Y | +114.1% | +86.3% | +27.8% | +43.9% |
| 5Y | -5.8% | +101.6% | -107.3% | -38.2% |
| All | -4.5% | +176.7% | -181.2% | -39.5% |
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