+158.1%
DASH vs PPG
-11.7%
+169.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -5.2% |
| 7D | -10.6% | -1.5% | -9.1% | -10.1% |
| 30D | +2.2% | -5.0% | +7.1% | +3.9% |
| 3M | +32.3% | +1.1% | +31.1% | +31.8% |
| 6M | +19.1% | -3.2% | +22.3% | +19.7% |
| YTD | -6.5% | +11.9% | -18.4% | -11.9% |
| 1Y | -14.9% | +5.3% | -20.2% | -18.0% |
| All | +158.1% | -11.7% | +169.8% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling