+5.8%
DASH vs PPG
-15.1%
+20.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -3.9% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -7.3% | -7.8% | +0.5% | -2.8% |
| 3M | +31.4% | -2.2% | +33.6% | +32.7% |
| 6M | +11.9% | +4.1% | +7.7% | +7.7% |
| YTD | -11.5% | +9.1% | -20.6% | -18.9% |
| 1Y | -20.0% | +1.0% | -21.0% | -23.1% |
| 3Y | +143.9% | -13.3% | +157.2% | +150.9% |
| 5Y | -0.2% | -19.2% | +19.0% | -1.3% |
| All | +5.8% | -15.1% | +20.8% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling