-7.0%
DASH vs PFGC
+121.6%
-128.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +1.1% |
| 7D | +0.4% | +8.5% | -8.2% | -4.9% |
| 30D | -6.0% | +15.0% | -21.0% | -14.3% |
| 3M | -15.8% | -6.2% | -9.6% | -12.8% |
| 6M | +7.0% | +15.7% | -8.8% | -3.8% |
| YTD | -20.7% | +19.6% | -40.2% | -32.4% |
| 1Y | -8.5% | +13.2% | -21.7% | -19.2% |
| 3Y | +101.8% | +77.0% | +24.8% | +18.5% |
| All | -7.0% | +121.6% | -128.6% | -58.2% |
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