+91.1%
DASH vs PNC
+115.6%
-24.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | -4.5% | +3.1% | -7.6% | -5.9% |
| 30D | -6.8% | +7.6% | -14.4% | -9.6% |
| 3M | -20.7% | -8.1% | -12.6% | -17.7% |
| 6M | +15.1% | +12.6% | +2.5% | +8.6% |
| YTD | -24.3% | +15.0% | -39.2% | -29.0% |
| 1Y | -12.1% | +30.4% | -42.5% | -22.3% |
| 3Y | +91.1% | +116.1% | -25.1% | +29.5% |
| All | +91.1% | +115.6% | -24.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling