-9.5%
DASH vs PFG
+172.3%
-181.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.5% | +2.4% | -6.9% | -5.8% |
| 30D | -6.8% | +5.9% | -12.7% | -9.4% |
| 3M | -20.7% | -0.4% | -20.2% | -20.6% |
| 6M | +15.1% | +14.8% | +0.2% | +6.0% |
| YTD | -24.3% | +31.9% | -56.2% | -35.4% |
| 1Y | -12.1% | +38.8% | -51.0% | -27.3% |
| 3Y | +91.1% | +82.4% | +8.7% | +30.0% |
| 5Y | -30.3% | +94.7% | -125.0% | -53.7% |
| All | -9.5% | +172.3% | -181.8% | -42.1% |
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