+7.4%
DASH vs PFG
+110.8%
-103.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.7% |
| 7D | -10.6% | +5.5% | -16.1% | -13.8% |
| 30D | +2.2% | +2.4% | -0.2% | +0.3% |
| 3M | +32.3% | +13.6% | +18.7% | +21.2% |
| 6M | +19.1% | +27.9% | -8.8% | +1.2% |
| YTD | -6.5% | +35.6% | -42.1% | -23.5% |
| 1Y | -14.9% | +48.5% | -63.4% | -34.9% |
| 3Y | +151.9% | +66.9% | +85.1% | +70.4% |
| All | +7.4% | +110.8% | -103.4% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling