-8.9%
DASH vs PPG
-4.7%
-4.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -1.9% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -10.6% | +17.7% | -28.3% | -18.6% |
| 3M | -18.8% | +7.4% | -26.2% | -21.9% |
| 6M | +11.2% | +16.4% | -5.2% | +1.4% |
| YTD | -23.8% | +22.4% | -46.2% | -34.6% |
| 1Y | -12.2% | +28.6% | -40.8% | -27.2% |
| 3Y | +97.3% | +2.0% | +95.3% | +83.0% |
| 5Y | -29.8% | -15.6% | -14.2% | -33.8% |
| All | -8.9% | -4.7% | -4.2% | -12.2% |
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