+7.4%
DASH vs PFGC
+111.4%
-104.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.3% |
| 7D | -10.6% | -2.2% | -8.4% | -9.3% |
| 30D | +2.2% | -11.9% | +14.1% | +10.1% |
| 3M | +32.3% | +5.0% | +27.3% | +27.5% |
| 6M | +19.1% | +8.6% | +10.5% | +11.5% |
| YTD | -6.5% | +9.7% | -16.2% | -15.1% |
| 1Y | -14.9% | -6.3% | -8.6% | -14.2% |
| 3Y | +151.9% | +58.2% | +93.7% | +65.0% |
| All | +7.4% | +111.4% | -104.0% | -46.5% |
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 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