-11.3%
DASH vs PPG
+33.3%
-44.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.1% |
| 7D | -4.8% | +0.3% | -5.1% | -4.8% |
| 30D | -7.9% | +20.5% | -28.4% | -11.7% |
| 3M | -16.3% | +5.3% | -21.6% | -17.5% |
| 6M | +10.4% | +15.8% | -5.4% | +7.7% |
| YTD | -20.1% | +24.6% | -44.7% | -22.8% |
| All | -11.3% | +33.3% | -44.7% | -13.8% |
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