-11.3%
DASH vs PFGC
+12.0%
-23.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | 0.0% |
| 7D | -4.8% | +10.8% | -15.6% | -7.0% |
| 30D | -7.9% | +17.8% | -25.7% | -10.4% |
| 3M | -16.3% | -2.7% | -13.6% | -18.5% |
| 6M | +10.4% | +20.0% | -9.6% | +9.3% |
| YTD | -20.1% | +24.3% | -44.4% | -18.6% |
| All | -11.3% | +12.0% | -23.3% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling