-4.4%
DASH vs PGR
+159.1%
-163.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -9.4% | -3.4% | -6.0% | -9.0% |
| 30D | -5.2% | +1.8% | -7.0% | -5.4% |
| 3M | +33.1% | +5.9% | +27.2% | +32.1% |
| 6M | +18.3% | +4.6% | +13.7% | +17.5% |
| YTD | -11.2% | +1.1% | -12.3% | -11.6% |
| 1Y | -21.9% | -6.6% | -15.3% | -21.5% |
| 3Y | +144.7% | +74.2% | +70.4% | +127.4% |
| 5Y | -4.4% | +159.5% | -163.9% | -12.5% |
| All | -4.4% | +159.1% | -163.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling