-7.0%
DASH vs PPG
-16.6%
+9.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +0.4% | +2.4% | -2.0% | -0.7% |
| 30D | -6.0% | +16.5% | -22.5% | -14.4% |
| 3M | -15.8% | +5.1% | -20.9% | -18.2% |
| 6M | +7.0% | +11.1% | -4.2% | -0.4% |
| YTD | -20.7% | +21.7% | -42.3% | -32.6% |
| 1Y | -8.5% | +32.0% | -40.5% | -27.0% |
| 3Y | +101.8% | +2.8% | +99.0% | +83.6% |
| All | -7.0% | -16.6% | +9.7% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling