-11.1%
DASH vs PFG
+41.5%
-52.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.5% |
| 3M | -15.9% | +2.2% | -18.2% | -16.6% |
| 6M | +13.3% | +16.3% | -3.0% | +3.0% |
| YTD | -21.3% | +33.2% | -54.5% | -31.8% |
| 1Y | -11.1% | +40.6% | -51.8% | -22.2% |
| All | -11.1% | +41.5% | -52.7% | -22.2% |
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 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