+153.0%
DASH vs PFGC
+60.5%
+92.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -10.6% | -2.2% | -8.4% | -9.9% |
| 30D | +2.2% | -11.9% | +14.1% | +6.5% |
| 3M | +32.3% | +5.0% | +27.3% | +29.9% |
| 6M | +19.1% | +8.6% | +10.5% | +15.2% |
| YTD | -6.5% | +9.7% | -16.2% | -11.1% |
| 1Y | -14.9% | -6.3% | -8.6% | -12.9% |
| All | +153.0% | +60.5% | +92.5% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling