-9.5%
DASH vs PFGC
+132.4%
-141.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -4.5% | +3.4% | -8.0% | -6.3% |
| 30D | -6.8% | +16.9% | -23.7% | -14.3% |
| 3M | -20.7% | +6.4% | -27.1% | -23.5% |
| 6M | +15.1% | +16.0% | -1.0% | +5.6% |
| YTD | -24.3% | +23.6% | -47.9% | -34.5% |
| 1Y | -12.1% | +16.6% | -28.7% | -21.6% |
| 3Y | +91.1% | +82.3% | +8.8% | +26.7% |
| 5Y | -30.3% | +138.7% | -169.0% | -60.6% |
| All | -9.5% | +132.4% | -141.9% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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