-5.8%
DASH vs PFGC
+135.8%
-141.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.8% |
| 7D | -4.8% | +10.8% | -15.6% | -11.2% |
| 30D | -7.9% | +17.8% | -25.7% | -17.4% |
| 3M | -16.3% | -2.7% | -13.6% | -15.4% |
| 6M | +10.4% | +20.0% | -9.6% | -3.1% |
| YTD | -20.1% | +24.3% | -44.4% | -33.6% |
| 1Y | -11.4% | +13.2% | -24.6% | -21.5% |
| 3Y | +114.1% | +85.9% | +28.2% | +21.4% |
| 5Y | -5.8% | +141.0% | -146.8% | -59.0% |
| All | -5.8% | +135.8% | -141.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling