-5.9%
DASH vs PFGC
+132.1%
-138.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -2.8% | +15.0% | -17.8% | -9.9% |
| 30D | -9.3% | +17.0% | -26.3% | -16.7% |
| 3M | -15.1% | -2.5% | -12.6% | -14.4% |
| 6M | +8.7% | +19.2% | -10.5% | -1.7% |
| YTD | -21.3% | +23.4% | -44.7% | -31.8% |
| 1Y | -12.7% | +13.9% | -26.5% | -20.9% |
| 3Y | +103.8% | +82.0% | +21.8% | +35.3% |
| 5Y | -16.8% | +128.7% | -145.5% | -52.7% |
| All | -5.9% | +132.1% | -138.0% | -46.4% |
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