-17.2%
DASH vs PPG
+38.5%
-55.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.0% | +3.4% | +6.7% |
| 7D | +17.2% | +7.5% | +9.7% | +14.8% |
| 30D | +3.6% | +20.9% | -17.3% | -1.6% |
| 3M | -1.9% | +8.7% | -10.6% | -4.4% |
| 6M | +15.1% | +23.8% | -8.8% | +10.5% |
| YTD | -12.3% | +26.5% | -38.8% | -20.9% |
| 1Y | -17.2% | +37.6% | -54.8% | -29.8% |
| All | -17.2% | +38.5% | -55.7% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling