-5.2%
DASH vs PPG
-5.3%
+0.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +0.4% | +2.4% | -2.0% | -0.6% |
| 30D | -6.0% | +16.5% | -22.5% | -13.9% |
| 3M | -15.8% | +5.1% | -20.9% | -18.0% |
| 6M | +7.0% | +11.1% | -4.2% | +0.2% |
| YTD | -20.7% | +21.7% | -42.3% | -31.6% |
| 1Y | -8.5% | +32.0% | -40.5% | -25.5% |
| 3Y | +101.8% | +2.8% | +99.0% | +85.8% |
| 5Y | -9.6% | -16.5% | +7.0% | -14.4% |
| All | -5.2% | -5.3% | +0.1% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling