-9.4%
DASH vs PFGC
+131.9%
-141.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.5% |
| 7D | +0.5% | +12.5% | -11.9% | -7.0% |
| 30D | -7.1% | +17.0% | -24.0% | -16.2% |
| 3M | -13.2% | -2.1% | -11.1% | -12.5% |
| 6M | +8.3% | +25.9% | -17.6% | -8.0% |
| YTD | -20.6% | +22.0% | -42.5% | -33.2% |
| 1Y | -24.4% | +14.8% | -39.3% | -33.8% |
| 3Y | +94.5% | +80.8% | +13.7% | +12.6% |
| 5Y | -9.4% | +126.0% | -135.4% | -59.2% |
| All | -9.4% | +131.9% | -141.3% | -59.2% |
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