-5.9%
DASH vs PFG
+175.0%
-181.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -10.2% | -2.2% | -8.0% | -9.0% |
| 30D | -8.2% | +6.4% | -14.6% | -11.1% |
| 3M | -15.9% | +2.2% | -18.2% | -17.1% |
| 6M | +13.3% | +16.3% | -3.0% | +3.7% |
| YTD | -21.3% | +33.2% | -54.5% | -33.2% |
| 1Y | -11.1% | +40.6% | -51.8% | -27.0% |
| 3Y | +103.8% | +83.3% | +20.4% | +38.2% |
| 5Y | -21.6% | +97.7% | -119.4% | -48.3% |
| All | -5.9% | +175.0% | -181.0% | -40.2% |
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