-9.5%
DASH vs PGR
+200.2%
-209.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.5% | +3.5% | -8.1% | -4.9% |
| 30D | -6.8% | +10.5% | -17.2% | -7.8% |
| 3M | -20.7% | +12.9% | -33.6% | -21.7% |
| 6M | +15.1% | +20.4% | -5.4% | +13.0% |
| YTD | -24.3% | +10.3% | -34.5% | -25.2% |
| 1Y | -12.1% | +12.5% | -24.7% | -13.4% |
| 3Y | +91.1% | +59.3% | +31.8% | +84.9% |
| 5Y | -30.3% | +173.9% | -204.1% | -33.3% |
| All | -9.5% | +200.2% | -209.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling