-23.1%
DASH vs PPG
-0.7%
-22.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -12.8% | -3.7% | -9.1% | -12.0% |
| 30D | -6.0% | -7.2% | +1.2% | -4.3% |
| 3M | +26.7% | -7.3% | +34.0% | +29.1% |
| 6M | +11.7% | +0.3% | +11.4% | +11.5% |
| YTD | -12.9% | +6.5% | -19.4% | -16.7% |
| 1Y | -23.1% | +0.5% | -23.6% | -26.2% |
| All | -23.1% | -0.7% | -22.4% | -26.2% |
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 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