-12.2%
DASH vs PFG
+38.8%
-51.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -10.6% | +5.0% | -15.6% | -12.2% |
| 3M | -18.8% | +0.1% | -18.8% | -18.4% |
| 6M | +11.2% | +13.8% | -2.6% | +2.3% |
| YTD | -23.8% | +31.2% | -55.0% | -33.6% |
| 1Y | -12.2% | +37.1% | -49.2% | -23.1% |
| All | -12.2% | +38.8% | -51.0% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling