-12.1%
DASH vs PPG
+28.6%
-40.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | +0.7% | -5.3% | -4.8% |
| 30D | -6.8% | +17.6% | -24.4% | -10.0% |
| 3M | -20.7% | +7.5% | -28.2% | -22.0% |
| 6M | +15.1% | +17.6% | -2.6% | +12.7% |
| YTD | -24.3% | +22.6% | -46.8% | -26.8% |
| 1Y | -12.1% | +28.0% | -40.1% | -15.0% |
| All | -12.1% | +28.6% | -40.8% | -15.0% |
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